Database exists, assume schema does, too.

Seasonal Indexes

	03-31	06-30	09-30	12-31
0	Energy ETF	Information Technology ETF	Information Technology ETF	Information Technology ETF
1	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Financials ETF
2	Utilities ETF	Energy ETF	SP500	Materials ETF
3	SP1500	Materials ETF	Industrials ETF	SP600
4	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF
5	SP500	SP500	Health Care ETF	SP400
6	SP600	SP600	Utilities ETF	SP500
7	Health Care ETF	SP400	Consumer Staples ETF	SP1500
8	Consumer Staples ETF	Health Care ETF	Financials ETF	Health Care ETF
9	SP400	Communication Services ETF	Materials ETF	Consumer Staples ETF
10	Financials ETF	Real Estate ETF	Communication Services ETF	Energy ETF
11	Consumer Discretionary ETF	Financials ETF	SP400	Utilities ETF
12	Real Estate ETF	Industrials ETF	Real Estate ETF	Industrials ETF
13	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF
14	Communication Services ETF	Utilities ETF	Energy ETF	Communication Services ETF

	03-31	06-30	09-30	12-31
SP1500	-0.010622	0.081757	0.041626	0.049958
SP500	-0.011990	0.080771	0.045646	0.050086
SP600	-0.017768	0.080509	0.019158	0.057970
SP400	-0.019859	0.080174	0.020554	0.051549
Communication Services ETF	-0.032872	0.075995	0.022591	0.017899
Consumer Discretionary ETF	-0.021214	0.120254	0.052510	0.052777
Consumer Staples ETF	-0.018663	0.035480	0.034807	0.045915
Energy ETF	0.055913	0.096281	-0.039735	0.042416
Financials ETF	-0.020711	0.061049	0.030176	0.065446
Health Care ETF	-0.017923	0.078706	0.041045	0.047467
Industrials ETF	-0.011020	0.058300	0.045427	0.039920
Information Technology ETF	0.006217	0.121831	0.068693	0.067531
Materials ETF	-0.026671	0.082827	0.027940	0.058669
Real Estate ETF	-0.026416	0.075756	0.019424	0.038472
Utilities ETF	-0.001263	0.026125	0.039218	0.042001

Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current

	06-16
Energy ETF	0.012706
Consumer Staples ETF	-0.093155
Utilities ETF	-0.118472
Health Care ETF	-0.137078
Materials ETF	-0.161299
SP600	-0.172097
Industrials ETF	-0.178382
SP1500	-0.186938
SP500	-0.188181
Financials ETF	-0.192419
Real Estate ETF	-0.196826
SP400	-0.200647
Communication Services ETF	-0.238734
Information Technology ETF	-0.241332
Consumer Discretionary ETF	-0.270279

standard deviations

	03-31	06-30	09-30	12-31
SP1500	0.134644	0.072380	0.037999	0.110320
SP500	0.127411	0.070450	0.039033	0.106496
SP600	0.199479	0.088447	0.037096	0.179394
SP400	0.157662	0.100224	0.037075	0.138781
Communication Services ETF	0.138244	0.095192	0.045269	0.123434
Consumer Discretionary ETF	0.151791	0.146922	0.083611	0.127243
Consumer Staples ETF	0.096633	0.035421	0.049261	0.063730
Energy ETF	0.369457	0.166709	0.099129	0.202483
Financials ETF	0.192299	0.053666	0.014462	0.140299
Health Care ETF	0.079810	0.054107	0.065798	0.098650
Industrials ETF	0.178470	0.072339	0.066050	0.134044
Information Technology ETF	0.135329	0.113409	0.054569	0.136753
Materials ETF	0.163483	0.099766	0.065317	0.127072
Real Estate ETF	0.161483	0.056090	0.032025	0.078165
Utilities ETF	0.092016	0.021473	0.033841	0.054883

t scores

	03-31	06-30	09-30	12-31
SP1500	-0.035281	0.505153	0.489908	0.202519
SP500	-0.042087	0.512730	0.522980	0.210329
SP600	-0.039834	0.407076	0.230960	0.144515
SP400	-0.056330	0.357747	0.247928	0.166115
Communication Services ETF	-0.106341	0.357027	0.223180	0.064848
Consumer Discretionary ETF	-0.062503	0.366041	0.280865	0.185493
Consumer Staples ETF	-0.086371	0.447954	0.315992	0.322196
Energy ETF	0.067680	0.258283	-0.179260	0.093682
Financials ETF	-0.048166	0.508740	0.933164	0.208614
Health Care ETF	-0.100433	0.650529	0.278976	0.215182
Industrials ETF	-0.027615	0.360421	0.307577	0.133187
Information Technology ETF	0.020546	0.480423	0.562966	0.220841
Materials ETF	-0.072960	0.371283	0.191302	0.206478
Real Estate ETF	-0.073157	0.604012	0.271246	0.220111
Utilities ETF	-0.006140	0.544116	0.518265	0.342246

p values

	03-31	06-30	09-30	12-31
SP1500	0.487036	0.675887	0.671106	0.573766
SP500	0.484537	0.678247	0.681422	0.576557
SP600	0.485364	0.644372	0.583899	0.552872
SP400	0.479310	0.627889	0.589904	0.560685
Communication Services ETF	0.461012	0.627646	0.581136	0.523813
Consumer Discretionary ETF	0.477047	0.630688	0.601465	0.567662
Consumer Staples ETF	0.468307	0.657720	0.613641	0.615774
Energy ETF	0.524851	0.593553	0.434579	0.534366
Financials ETF	0.482306	0.677006	0.790214	0.575945
Health Care ETF	0.463168	0.719135	0.600805	0.578288
Industrials ETF	0.489852	0.628793	0.610739	0.548761
Information Technology ETF	0.507551	0.668108	0.693606	0.580304
Materials ETF	0.473215	0.632451	0.569748	0.575182
Real Estate ETF	0.473143	0.705773	0.598102	0.580044
Utilities ETF	0.497743	0.687902	0.679964	0.622630

array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)

	Energy ETF	Consumer Staples ETF	Utilities ETF	Health Care ETF	Materials ETF	SP600	Industrials ETF	SP1500	SP500	Financials ETF	Real Estate ETF	SP400	Communication Services ETF	Information Technology ETF	Consumer Discretionary ETF
2017-03-31 00:00:00	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan
2017-06-30 00:00:00	-0.078709	0.010040	0.022113	0.072895	0.026999	0.018327	0.042167	0.030375	0.030708	0.038955	0.017375	0.031752	-0.024136	0.041388	0.028386
2017-09-30 00:00:00	0.069612	-0.012346	0.031518	0.040565	0.066617	0.064962	0.052781	0.044807	0.045666	0.052789	0.008095	0.035020	0.015498	0.083223	0.014521
2017-12-31 00:00:00	0.073946	0.059268	0.000687	0.018576	0.071798	0.038747	0.066175	0.066880	0.069917	0.073683	0.012742	0.074139	0.000763	0.093087	0.097848
2018-03-31 00:00:00	-0.078807	-0.073521	-0.033734	-0.020049	-0.072483	-0.011631	-0.033542	-0.021321	-0.024130	-0.015065	-0.086159	-0.003978	-0.085669	0.020711	-0.001942
2018-06-30 00:00:00	0.150528	0.006353	0.053422	0.055259	0.036210	0.106722	-0.008057	0.052094	0.047568	-0.011331	0.094633	0.045520	0.035862	0.080437	0.088528
2018-09-30 00:00:00	0.021911	0.050064	0.019751	0.137698	0.007338	0.032842	0.094874	0.070536	0.078236	0.031675	0.000044	0.032902	0.023115	0.117719	0.066008
2018-12-31 00:00:00	-0.267451	-0.055862	0.009925	-0.108129	-0.154310	-0.193040	-0.183620	-0.142834	-0.137319	-0.138848	-0.058855	-0.172165	-0.143117	-0.174415	-0.162070
2019-03-31 00:00:00	0.178564	0.111156	0.103055	0.081835	0.126958	0.124660	0.183161	0.151853	0.144236	0.109942	0.173365	0.157497	0.139541	0.217473	0.157197
2019-06-30 00:00:00	-0.048754	0.036556	0.035855	0.017469	0.040951	0.010843	0.034436	0.039106	0.040369	0.067026	0.015389	0.030815	0.035928	0.054745	0.040127
2019-09-30 00:00:00	-0.075658	0.056319	0.090872	-0.035439	-0.013089	-0.004200	0.004465	0.006291	0.011423	0.013235	0.075811	-0.009122	-0.002023	0.016115	0.002509
2019-12-31 00:00:00	0.054552	0.036517	0.002011	0.147851	0.066971	0.082573	0.058155	0.090490	0.089876	0.096390	0.005745	0.066590	0.086727	0.139034	0.056223
2020-03-31 00:00:00	-0.523877	-0.141472	-0.141270	-0.131539	-0.278876	-0.328050	-0.279339	-0.205302	-0.194477	-0.330709	-0.241350	-0.247693	-0.187109	-0.131215	-0.231167
2020-06-30 00:00:00	0.332245	0.094561	0.024507	0.164463	0.260712	0.223617	0.182339	0.206715	0.201618	0.135641	0.135399	0.259149	0.224230	0.318555	0.379795
2020-09-30 00:00:00	-0.188315	0.098022	0.051209	0.062281	0.120651	0.032878	0.118587	0.086119	0.090383	0.028859	0.013268	0.068091	0.097573	0.120087	0.192380
2020-12-31 00:00:00	0.300830	0.074374	0.073335	0.101111	0.172363	0.312278	0.178685	0.132216	0.121185	0.253698	0.092916	0.211458	0.182130	0.138205	0.172875
2021-03-31 00:00:00	0.324479	0.030385	0.031042	0.025327	0.105419	0.184526	0.116450	0.070761	0.063518	0.165207	0.087920	0.084662	0.083288	0.015110	0.073815
2021-06-30 00:00:00	0.126094	0.029888	-0.005272	0.083442	0.049264	0.043034	0.040613	0.080495	0.083593	0.074954	0.115985	0.033635	0.108092	0.114030	0.064435
2021-09-30 00:00:00	-0.026222	-0.018026	0.002739	0.000121	-0.041816	-0.030694	-0.043573	0.000378	0.002523	0.024323	-0.000098	-0.024123	-0.021207	0.006319	-0.012866
2021-12-31 00:00:00	0.050203	0.115277	0.124048	0.077925	0.136524	0.049293	0.080207	0.103038	0.106772	0.042310	0.139811	0.077726	-0.037011	0.141743	0.099010
2022-03-31 00:00:00	0.379204	-0.019862	0.034591	-0.045192	-0.014374	-0.058344	-0.041831	-0.049102	-0.049099	-0.032929	-0.065856	-0.089783	-0.114414	-0.090992	-0.103975
2022-06-16 00:00:00	0.012706	-0.093155	-0.118472	-0.137078	-0.161299	-0.172097	-0.178382	-0.186938	-0.188181	-0.192419	-0.196826	-0.200647	-0.238734	-0.241332	-0.270279

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-16 00:00:00
0	SP1500	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Information Technology ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Financials ETF	Utilities ETF	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP600	Energy ETF	Energy ETF	Financials ETF	Information Technology ETF	Energy ETF	Energy ETF
1	SP500	Industrials ETF	Energy ETF	Information Technology ETF	Consumer Discretionary ETF	SP600	Information Technology ETF	Consumer Staples ETF	Industrials ETF	Information Technology ETF	Real Estate ETF	Information Technology ETF	Health Care ETF	Energy ETF	Materials ETF	Energy ETF	SP600	Real Estate ETF	Information Technology ETF	Real Estate ETF	Utilities ETF	Consumer Staples ETF
2	SP600	Information Technology ETF	Materials ETF	SP400	SP400	Real Estate ETF	Industrials ETF	Real Estate ETF	Energy ETF	Materials ETF	Consumer Staples ETF	Financials ETF	Utilities ETF	Information Technology ETF	Information Technology ETF	Financials ETF	Financials ETF	Information Technology ETF	Utilities ETF	Materials ETF	Materials ETF	Utilities ETF
3	SP400	Financials ETF	SP600	Energy ETF	SP600	Consumer Discretionary ETF	SP500	Health Care ETF	Real Estate ETF	SP500	Information Technology ETF	SP1500	Consumer Staples ETF	Materials ETF	Industrials ETF	SP400	Industrials ETF	Communication Services ETF	SP500	Utilities ETF	Consumer Staples ETF	Health Care ETF
4	Communication Services ETF	SP400	Financials ETF	Financials ETF	Financials ETF	Information Technology ETF	SP1500	SP500	SP400	Consumer Discretionary ETF	Financials ETF	SP500	Communication Services ETF	SP400	Consumer Staples ETF	Communication Services ETF	Materials ETF	SP500	SP1500	Consumer Staples ETF	Financials ETF	Materials ETF
5	Consumer Discretionary ETF	SP500	Industrials ETF	Materials ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Financials ETF	Consumer Discretionary ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Communication Services ETF	Industrials ETF	Real Estate ETF	Health Care ETF	Health Care ETF	SP500	Industrials ETF	SP600
6	Consumer Staples ETF	SP1500	SP500	SP500	SP1500	Utilities ETF	Consumer Staples ETF	SP1500	SP1500	Consumer Staples ETF	SP1500	SP600	SP1500	SP600	SP500	Consumer Discretionary ETF	SP400	SP1500	Real Estate ETF	SP1500	Health Care ETF	Industrials ETF
7	Energy ETF	Consumer Discretionary ETF	SP1500	SP1500	SP500	SP1500	SP400	Communication Services ETF	SP500	Communication Services ETF	Industrials ETF	Materials ETF	Consumer Discretionary ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Financials ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP500	SP1500
8	Financials ETF	Materials ETF	Health Care ETF	Industrials ETF	Industrials ETF	SP500	SP600	Materials ETF	Communication Services ETF	Utilities ETF	Consumer Discretionary ETF	SP400	Real Estate ETF	SP500	SP400	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Consumer Staples ETF	Industrials ETF	SP1500	SP500
9	Health Care ETF	Utilities ETF	SP400	Consumer Staples ETF	Utilities ETF	SP400	Financials ETF	Consumer Discretionary ETF	Materials ETF	Industrials ETF	Communication Services ETF	Industrials ETF	SP400	Industrials ETF	Health Care ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Health Care ETF	SP600	Financials ETF
10	Industrials ETF	SP600	Utilities ETF	SP600	Materials ETF	Materials ETF	Communication Services ETF	SP400	SP600	SP400	SP600	Consumer Discretionary ETF	Materials ETF	Health Care ETF	Utilities ETF	SP500	SP500	SP600	SP400	SP400	Real Estate ETF	Real Estate ETF
11	Information Technology ETF	Real Estate ETF	Communication Services ETF	Health Care ETF	Consumer Staples ETF	Communication Services ETF	Energy ETF	Information Technology ETF	Consumer Staples ETF	Health Care ETF	SP400	Energy ETF	Industrials ETF	Financials ETF	SP600	Health Care ETF	Utilities ETF	Industrials ETF	Energy ETF	Energy ETF	SP400	SP400
12	Materials ETF	Consumer Staples ETF	Consumer Discretionary ETF	Real Estate ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Industrials ETF	Financials ETF	Real Estate ETF	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF	Financials ETF	Real Estate ETF	Consumer Staples ETF	SP400	SP600	SP600	Information Technology ETF	Communication Services ETF
13	Real Estate ETF	Communication Services ETF	Real Estate ETF	Communication Services ETF	Communication Services ETF	Industrials ETF	Materials ETF	SP600	Utilities ETF	SP600	Health Care ETF	Real Estate ETF	Financials ETF	Consumer Staples ETF	Real Estate ETF	Consumer Staples ETF	Health Care ETF	Consumer Staples ETF	Materials ETF	Financials ETF	Consumer Discretionary ETF	Information Technology ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Real Estate ETF	Financials ETF	Real Estate ETF	Energy ETF	Health Care ETF	Energy ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Industrials ETF	Communication Services ETF	Communication Services ETF	Consumer Discretionary ETF

Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison

	2022-06-16
Information Technology ETF	0.104036
Consumer Discretionary ETF	0.102679
Energy ETF	0.082078
Materials ETF	0.070544
SP1500	0.069627
SP500	0.068783
SP600	0.068558
SP400	0.068271
Health Care ETF	0.067014
Communication Services ETF	0.064694
Real Estate ETF	0.064490
Financials ETF	0.051916
Industrials ETF	0.049568
Consumer Staples ETF	0.030116
Utilities ETF	0.022161

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-16 00:00:00
0	SP1500	Utilities ETF	Energy ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Real Estate ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Energy ETF	Real Estate ETF	Energy ETF	Real Estate ETF	Energy ETF	Information Technology ETF
1	SP500	Health Care ETF	SP600	Energy ETF	SP400	Utilities ETF	Energy ETF	Real Estate ETF	Real Estate ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Energy ETF	Materials ETF	SP600	SP600	Communication Services ETF	Financials ETF	Utilities ETF	Utilities ETF	Consumer Discretionary ETF
2	SP600	Industrials ETF	Materials ETF	Industrials ETF	Information Technology ETF	SP600	Industrials ETF	Consumer Staples ETF	Industrials ETF	Consumer Staples ETF	Consumer Staples ETF	Communication Services ETF	Information Technology ETF	Information Technology ETF	Communication Services ETF	Financials ETF	Financials ETF	Energy ETF	Real Estate ETF	Materials ETF	Materials ETF	Energy ETF
3	SP400	Financials ETF	Financials ETF	Information Technology ETF	SP600	Real Estate ETF	Information Technology ETF	Health Care ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	SP1500	Utilities ETF	SP400	Industrials ETF	Communication Services ETF	Materials ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Materials ETF
4	Communication Services ETF	Consumer Staples ETF	Information Technology ETF	SP400	Financials ETF	Health Care ETF	SP500	Communication Services ETF	SP400	Communication Services ETF	SP600	SP500	Communication Services ETF	Materials ETF	Consumer Staples ETF	SP400	Industrials ETF	Health Care ETF	Health Care ETF	Consumer Staples ETF	Financials ETF	SP1500
5	Consumer Discretionary ETF	SP400	SP400	SP500	Health Care ETF	Consumer Staples ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Financials ETF	SP500	Communication Services ETF	Information Technology ETF	Industrials ETF	Communication Services ETF	SP500	SP1500	SP500	Health Care ETF	SP500
6	Consumer Staples ETF	SP500	Industrials ETF	SP1500	SP1500	SP1500	Consumer Staples ETF	SP1500	SP1500	Materials ETF	SP400	SP600	SP1500	SP600	SP400	Consumer Discretionary ETF	Real Estate ETF	SP1500	SP500	SP1500	Industrials ETF	SP600
7	Energy ETF	SP1500	SP1500	Consumer Staples ETF	SP500	Consumer Discretionary ETF	SP600	Financials ETF	SP500	SP1500	SP500	Industrials ETF	Consumer Discretionary ETF	SP1500	SP500	Materials ETF	SP400	Consumer Staples ETF	Communication Services ETF	Consumer Discretionary ETF	SP500	SP400
8	Financials ETF	Materials ETF	SP500	Materials ETF	Industrials ETF	SP500	Consumer Discretionary ETF	Materials ETF	Materials ETF	SP400	SP1500	SP400	Real Estate ETF	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF	Information Technology ETF	SP400	Industrials ETF	SP1500	Health Care ETF
9	Health Care ETF	Real Estate ETF	Health Care ETF	Financials ETF	Utilities ETF	SP400	SP400	Consumer Discretionary ETF	SP600	Real Estate ETF	Energy ETF	Energy ETF	SP400	SP500	Health Care ETF	SP500	SP1500	Industrials ETF	SP600	Health Care ETF	Real Estate ETF	Communication Services ETF
10	Industrials ETF	SP600	Communication Services ETF	Communication Services ETF	Materials ETF	Communication Services ETF	Financials ETF	Industrials ETF	Financials ETF	Health Care ETF	Industrials ETF	Materials ETF	Materials ETF	Health Care ETF	SP600	Information Technology ETF	SP500	Utilities ETF	Consumer Staples ETF	SP400	SP600	Real Estate ETF
11	Information Technology ETF	Information Technology ETF	Utilities ETF	SP600	Communication Services ETF	Information Technology ETF	Communication Services ETF	SP400	Consumer Staples ETF	Information Technology ETF	Materials ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	Utilities ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Information Technology ETF	Energy ETF	SP400	Financials ETF
12	Materials ETF	Consumer Discretionary ETF	Real Estate ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Real Estate ETF	Information Technology ETF	Energy ETF	SP600	Consumer Discretionary ETF	Consumer Staples ETF	Financials ETF	Real Estate ETF	Financials ETF	Health Care ETF	Health Care ETF	SP600	Consumer Discretionary ETF	SP600	Communication Services ETF	Industrials ETF
13	Real Estate ETF	Communication Services ETF	Consumer Discretionary ETF	Health Care ETF	Real Estate ETF	Industrials ETF	Utilities ETF	SP600	Utilities ETF	Consumer Discretionary ETF	Information Technology ETF	Real Estate ETF	SP600	Consumer Staples ETF	Real Estate ETF	Utilities ETF	Utilities ETF	SP400	Materials ETF	Financials ETF	Consumer Discretionary ETF	Consumer Staples ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Energy ETF	Financials ETF	Materials ETF	Energy ETF	Health Care ETF	Energy ETF	Health Care ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Consumer Staples ETF	Information Technology ETF	Consumer Discretionary ETF	Industrials ETF	Communication Services ETF	Information Technology ETF	Utilities ETF

	Index	Symbol	risk_trend_factor
0	SP500	SPY	-3.322122
1	SP1500	SPTM	-3.343750
2	SP400	MDYG	-4.411325
3	SP600	SLY	-4.590014

	Symbol	risk_trend_factor	Sector
3	VDE	0.462556	Energy ETF
2	VDC	-2.028745	Consumer Staples ETF
10	VPU	-2.228331	Utilities ETF
8	VAW	-2.769405	Materials ETF
5	VHT	-2.850492	Health Care ETF
9	VNQ	-2.915234	Real Estate ETF
4	VFH	-3.976216	Financials ETF
6	VIS	-4.047714	Industrials ETF
1	VCR	-4.153733	Consumer Discretionary ETF
7	VGT	-4.418808	Information Technology ETF
0	VOX	-7.422475	Communication Services ETF

Rolling Quarterly Mean Return

Quarterly Returns

0.2346399907935845

array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)

1520

Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')

	Symbol	latest_p	risk_trend_factor	adf	hurst	Sector	Market Index	vol_30d_2yr
0	ACC	64.099998	10.609763	0.977604	0.419621	error	SP400	26979850.78125
1	MTOR	35.91	4.956529	0.29595	0.43549	error	SP600	15439291.992188
2	TVTY	32.099998	2.26495	0.517984	0.449082	error	SP600	10912294.921875
3	Y	830.47998	2.012295	0.382778	0.459301	Financial Services	SP400	1621906.25
4	SAFM	206.449997	1.545589	0.651375	0.476748	Consumer Defensive	SP400	5064230.46875
5	BANF	91.559998	1.522781	0.918694	0.536414	Financial Services	SP600	2480129.6875
6	PBF	35.09	1.214106	0.622395	0.555912	Energy	SP600	92708582.421875
7	TWI	18.08	1.188361	0.834351	0.500331	Industrials	SP600	10535892.773438
8	CEIX	49.060001	1.103516	0.891799	0.522582	Energy	SP600	10281161.132812
9	LNTH	59.540001	1.052988	0.957446	0.533091	Healthcare	SP600	14113253.515625
10	GO	40.450001	0.992056	0.177952	0.402887	Consumer Defensive	SP400	21743692.96875
11	XOM	91.389999	0.949011	0.916245	0.534339	error	SP500	552368724.023438
12	MCK	304.019989	0.9363	0.997806	0.461676	Healthcare	SP500	22892569.726562
13	COP	102.419998	0.839988	0.929388	0.48705	Energy	SP500	189223264.453125
14	HRB	33.27	0.825493	0.68658	0.435784	Consumer Cyclical	SP400	54246410.742188
15	SM	43.299999	0.776368	0.889778	0.475064	Energy	SP600	85523868.75
16	DVN	63.27	0.769026	0.955415	0.547561	Energy	SP500	237831403.90625
17	ROG	257.079987	0.729041	0.707598	0.478685	error	SP600	3248152.734375
18	SJI	33.759998	0.666664	0.156179	0.415159	error	SP600	26835210.15625
19	APA	41.759998	0.662665	0.332977	0.446771	Energy	SP500	204947064.257812
20	MPC	91.980003	0.658939	0.710335	0.51907	Energy	SP500	141887166.210938
21	DINO	47.77	0.622034	0.504978	0.561898	Energy	SP400	51415267.1875
22	MRO	25.66	0.621752	0.862619	0.540113	Energy	SP500	490913172.265625
23	MTDR	56.040001	0.61596	0.921632	0.464965	Energy	SP400	48834102.929688
24	ROCC	41.779999	0.612375	0.601456	0.578912	Energy	SP600	12003625.0
25	VLO	118.739998	0.56008	0.703807	0.534876	Energy	SP500	90493904.492188
26	PSB	185.740005	0.552514	0.808632	0.476969	error	SP400	2715957.617188
27	CIVI	66.389999	0.47854	0.000353	0.475979	Energy	SP600	11253325.390625
28	VDE	108.400002	0.462556	0.733758	0.517254	error	NaN	25794671.875
29	WRB	66.300003	0.379041	0.938034	0.452933	Financial Services	SP500	24747816.40625
30	PDCE	72.650002	0.347614	0.542285	0.491711	Energy	SP400	24816581.054688
31	FANG	133.679993	0.304849	0.668762	0.470333	Energy	SP500	60309967.578125
32	MANT	94.690002	0.303582	0.565273	0.363266	Technology	SP600	4412490.234375
33	FCN	162.949997	0.286702	0.916688	0.405187	Industrials	SP400	6861602.34375
34	OXY	56.810001	0.244336	0.695678	0.543336	Energy	SP500	499589648.4375
35	EOG	119.559998	0.24174	0.682764	0.481992	Energy	SP500	97161242.382812

nominal, pct_change, pct_change().cumsum
Market volatility

Consumer Confidence

Unemployment

Inflation

Interest Rates

10 Year to 3 Month

Recession Indicator

adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719865437.6953125
Sector 1YMF: -285.47003173828125
1YMF: -285.47003173828125
risk trend factor: -3.322122130654123
      totalAssets  trailingPE
SPY  3.710190e+11    2.538166

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	366.649994	369.000236	397.879841	426.759446	420.668572	24.765352	371.137868	470.199277

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPY	1.187217	366.649994	1719865437.695312	0.37404	0.668152	0.422436

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 900.8255729001365 691.1877332173517
test cv mean error, stdev (10 folds): 947.3979204155439 708.2791359713194
sell date: 2022-08-28
expected return: 0.09779109831779359
discounted return: 0.0012966742399809217
quarter return: 1.126614090075292

['options', ('2022-06-17', '2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10178996.6796875
Sector 1YMF: -35.31000900268555
1YMF: -35.31000900268555
risk trend factor: -3.3437504176840096
       totalAssets
SPTM  5.538233e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	45.189999	45.493599	49.085238	52.676877	51.837778	3.005692	45.826394	57.849161

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPTM	1.613175	45.189999	10178996.679688	0.382941	0.660777	0.429302

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 14.385067335438295 11.7776188121974
test cv mean error, stdev (10 folds): 15.153048662666269 12.087009213381313
sell date: 2022-08-28
expected return: 0.06116742222449132
discounted return: 0.0008249184445154878
quarter return: 1.0788128369935377

['options', ('2022-06-17',)]
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4966221.6796875
Sector 1YMF: -70.88999938964844
1YMF: -70.88999938964844
risk trend factor: -4.411325496943257
Empty DataFrame
Columns: []
Index: [MDYG]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	59.32	60.264492	65.645397	71.026302	69.286825	4.228363	60.8301	77.743551

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MDYG	0.566245	59.32	4966221.679688	0.237412	0.497173	0.451359

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 44.77116239403053 49.782598109890024
test cv mean error, stdev (10 folds): 48.33338950551348 50.85817154408968
sell date: 2022-09-18
expected return: 0.1278630858607739
discounted return: 0.0012946520482137736
quarter return: 1.1264047836005713

['options', ('2022-06-17',)]
symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1809732.8125
Sector 1YMF: -79.04000854492188
1YMF: -79.04000854492188
risk trend factor: -4.590013818867828
Empty DataFrame
Columns: []
Index: [SLY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	77.5	79.070455	85.374285	91.678116	88.497619	4.367275	79.763069	97.23217

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SLY	1.243664	77.5	1809732.8125	0.437588	0.531287	0.513642

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 84.60402975821997 83.69624498551492
test cv mean error, stdev (10 folds): 90.26006064882574 85.75353983896113
sell date: 2022-08-14
expected return: 0.09435383799012423
discounted return: 0.0015557621648785158
quarter return: 1.153751603095759

symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25794671.875
Sector 1YMF: 14.330001831054688
1YMF: 14.330001831054688
risk trend factor: 0.4625564970394849
      totalAssets  trailingPE
VDE  9.791998e+09    8.720438

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	108.400002	109.091942	119.897302	130.702662	112.549524	6.711476	99.126572	125.972476

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDE	0.827969	108.400002	25794671.875	0.765817	0.733758	0.517254

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 154.91171156477313 205.2085913123838
test cv mean error, stdev (10 folds): 169.90052434704552 209.4046631486799
sell date: 2022-09-18
expected return: 0.19786552676250987
discounted return: 0.001943189262701539
quarter return: 1.1955423616821854

['options', ('2022-06-17',)]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3268846.484375
Sector 1YMF: -69.8699951171875
1YMF: -69.8699951171875
risk trend factor: -2.02874535900685
      totalAssets
VDC  8.239956e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	177.660004	177.374402	186.335397	195.296392	194.919525	7.598617	179.722291	210.116758

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDC	1.480492	177.660004	3268846.484375	0.4983	0.764603	0.355847

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 90.81052485722661 59.81314897701307
test cv mean error, stdev (10 folds): 92.1432809448846 62.57657938551701
sell date: 2022-07-24
expected return: 0.04768406792305951
discounted return: 0.0012597679376336046
quarter return: 1.1228001609062328

['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5029426.5625
Sector 1YMF: -55.529998779296875
1YMF: -55.529998779296875
risk trend factor: -2.228330772852824
      totalAssets
VPU  7.854255e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	142.639999	145.026922	157.167143	169.307365	158.766666	5.333557	148.099552	169.433781

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VPU	1.238869	142.639999	5029426.5625	0.476943	0.575311	0.291623

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 67.54983737949375 79.57052571797756
test cv mean error, stdev (10 folds): 71.5413908624557 82.39756511657437
sell date: 2022-06-19
expected return: 0.05952245240776661
discounted return: 0.02933107035966165
quarter return: 14.291162520526449

['options', ('2022-06-17',)]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683957.03125
Sector 1YMF: -109.88999938964844
1YMF: -109.88999938964844
risk trend factor: -2.769404672772488
      totalAssets
VAW  5.085875e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	162.75	166.399295	182.418888	198.438482	187.714921	7.971112	171.772698	203.657145

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VAW	0.997818	162.75	2683957.03125	0.552809	0.655014	0.425897

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 207.70738265136504 132.65825138883528
test cv mean error, stdev (10 folds): 223.6764419754035 128.65814736552585
sell date: 2022-07-10
expected return: 0.1119318183260182
discounted return: 0.004623651000345452
quarter return: 1.5286660891466681

['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367363.8671875
Sector 1YMF: -124.31001281738281
1YMF: -124.31001281738281
risk trend factor: -2.8504922628415557
      totalAssets  trailingPE
VHT  1.866525e+10     4.76247

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	219.509995	220.654154	235.040794	249.427434	244.335872	11.224845	221.886182	266.785562

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VHT	1.214414	219.509995	5367363.867188	0.39819	0.637303	0.3325

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 279.5978770253289 226.12512182809652
test cv mean error, stdev (10 folds): 277.2864584836826 237.03809276595766
sell date: 2022-08-28
expected return: 0.049295339393070646
discounted return: 0.0006685405061188643
quarter return: 1.0634147325506256

['options', ('2022-06-17',)]
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102987975.5859375
Sector 1YMF: -78.06999206542969
1YMF: -78.06999206542969
risk trend factor: -2.915234256258139
      totalAssets
VNQ  7.839537e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	87.040001	87.570691	95.275873	102.981056	102.085397	6.981869	88.121659	116.049135

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VNQ	1.205023	87.040001	102987975.585938	0.280727	0.448402	0.395581

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 74.07196505972851 107.14799507369915
test cv mean error, stdev (10 folds): 78.54723351089628 111.39324023538671
sell date: 2022-06-19
expected return: 0.029626841200132554
discounted return: 0.01470529770970086
quarter return: 3.830657804920116

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16527203.7109375
Sector 1YMF: -73.55999755859375
1YMF: -73.55999755859375
risk trend factor: -3.976216084248311
      totalAssets
VFH  1.046217e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	75.419998	75.781429	82.755715	89.73	87.139048	5.472163	76.194721	98.083374

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VFH	1.217683	75.419998	16527203.710938	0.429233	0.482221	0.491488

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 60.09383639547041 57.615450340053094
test cv mean error, stdev (10 folds): 63.924860649057884 59.07753873960204
sell date: 2022-08-28
expected return: 0.06890778554346759
discounted return: 0.0009259473966229947
quarter return: 1.0888779315240102

['options', ('2022-08-19',)]
symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 3375701.3671875
Sector 1YMF: -141.6699981689453
1YMF: -141.6699981689453
risk trend factor: -4.0477142333984375
Empty DataFrame
Columns: []
Index: [VIS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	159.779999	161.379178	173.219365	185.059552	181.926032	9.652982	162.620068	201.231995

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VIS	0.873152	159.779999	3375701.367188	0.424826	0.48671	0.470783

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 280.89042894226026 336.00159009704754
test cv mean error, stdev (10 folds): 303.7883179277397 344.1210971356311
sell date: 2022-08-28
expected return: 0.09023316926232705
discounted return: 0.001200603343935569
quarter return: 1.11671267078747

['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2593840.625
Sector 1YMF: -369.34999084472656
1YMF: -369.34999084472656
risk trend factor: -4.1537329629948685
      totalAssets
VCR  5.266340e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	222.740005	220.387534	243.676825	266.966116	272.364761	27.808722	216.747317	327.982206

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VCR	1.29634	222.740005	2593840.625	0.187308	0.636286	0.472995

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 952.8830367315925 971.9508949262715
test cv mean error, stdev (10 folds): 1040.9427026546284 976.6564005616518
sell date: 2022-07-24
expected return: 0.051526277571769454
discounted return: 0.0013588333625320637
quarter return: 1.1330666546262926

['options', ('2022-06-17',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14315855.2734375
Sector 1YMF: -374.97998046875
1YMF: -374.97998046875
risk trend factor: -4.4188079801718425
      totalAssets
VGT  5.044675e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	315.970001	316.754058	346.341429	375.9288	373.130002	29.399875	314.330253	431.929751

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VGT	1.137257	315.970001	14315855.273438	0.243036	0.683578	0.429242

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 1107.692443241078 925.5522391639219
test cv mean error, stdev (10 folds): 1169.731103675255 948.6704684477432
sell date: 2022-09-11
expected return: 0.12687167601232358
discounted return: 0.0013898645634560225
quarter return: 1.136301582712567

['options', ('2022-06-17', '2022-08-19')]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4638787.3046875
Sector 1YMF: -170.42001342773438
1YMF: -170.42001342773438
risk trend factor: -7.422474748397777
Empty DataFrame
Columns: []
Index: [VOX]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	91.389999	92.452696	99.803968	107.15524	107.854286	9.210231	89.433824	126.274748

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VOX	1.812392	91.389999	4638787.304688	0.036059	0.712116	0.512455

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 94.1071211050367 85.09095555247727
test cv mean error, stdev (10 folds): 100.46603325999953 86.71634414899984
sell date: 2022-09-11
expected return: 0.07184116996887799
discounted return: 0.000807045129171513
quarter return: 1.0770417981201434

['options', ('2022-07-15',)]
symbol: ACC
sector: error
sector: error
Index: SP400
vol_30d_2yr: 26979850.78125
Sector 1YMF: 13.050003051757812
1YMF: 13.050003051757812
risk trend factor: 10.609762527253386
Empty DataFrame
Columns: []
Index: [ACC]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	64.099998	64.286211	64.725873	65.165535	61.940476	3.999624	53.941228	69.939724

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ACC	2.234901	64.099998	26979850.78125	0.967203	0.977604	0.419621

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 17.38153804293795 12.102196457408603
test cv mean error, stdev (10 folds): 18.103170393774633 12.465199304426951
sell date: 2022-07-17
expected return: 0.031424384685890684
discounted return: 0.0010318901884582843
quarter return: 1.0995323470136884

['options', ('2022-06-17',)]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15439291.9921875
Sector 1YMF: 2.279998779296875
1YMF: 2.279998779296875
risk trend factor: 4.956528950292737
Empty DataFrame
Columns: []
Index: [MTOR]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	35.91	35.940106	36.098412	36.256718	35.878095	0.246654	35.384787	36.371403

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTOR	1.642038	35.91	15439291.992188	0.978501	0.29595	0.43549

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 16.12034837148428 9.392302279151806
test cv mean error, stdev (10 folds): 15.624875348370711 9.712693915607272
sell date: 2022-09-18
expected return: 0.0050908158241922035
discounted return: 5.4602581340157386e-05
quarter return: 1.0050359382676266

['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10912294.921875
Sector 1YMF: 2.649995803833008
1YMF: 2.649995803833008
risk trend factor: 2.2649498384462143
Empty DataFrame
Columns: []
Index: [TVTY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	32.099998	31.873617	32.188889	32.504161	31.814762	0.890507	30.033748	33.595776

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TVTY	1.652237	32.099998	10912294.921875	0.965198	0.517984	0.449082

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 23.87776531489791 20.845468653787997
test cv mean error, stdev (10 folds): 25.778478281237447 20.934352374272137
sell date: 2022-08-07
expected return: 0.08489415900400657
discounted return: 0.001598971757586165
quarter return: 1.1583399681425293

['options', ('2022-08-19',)]
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1621906.25
Sector 1YMF: 27.8099365234375
1YMF: 27.8099365234375
risk trend factor: 2.01229535346933
       beta currentRatio debtToEquity earningsGrowth      ebitda  \
Y  0.663839        1.597         31.5         -0.433  1620000000   

  ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
Y       0.13423  9.936376     90016496      0.44211   5101669000   

  heldPercentInstitutions                       industry    marketCap  \
Y                 0.86723  Insurance—Property & Casualty  11220848640   

  operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
Y        1928840960          0.11935           0     0.15    1.305451   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.929715        0.0771      1.004        0.02938   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.11868         0.025         878.577  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13454900       2.32  2298860032           170.857  2822777088   

  totalRevenue trailingPE  
Y  12069126144  12.311554  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	830.47998	830.934284	833.322221	835.710158	836.172855	21.70534	792.762175	879.583536

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
Y	1.558413	830.47998	1621906.25	0.919486	0.382778	0.459301

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -73.55999755859375
Sector Volume Factor: 1.2176833027526361
Sector Risk Trend Factor: -3.976216084248311
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 6246.773868881035 9811.844809032544
test cv mean error, stdev (10 folds): 6730.508643828475 10164.918844992177
sell date: 2022-08-07
expected return: 0.03259007271089594
discounted return: 0.0006290267650088666
quarter return: 1.0595584544910155

['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            11.77
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile        None
militaryContract           False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5064230.46875
Sector 1YMF: 41.8699951171875
1YMF: 41.8699951171875
risk trend factor: 1.5455888068402643
          beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.640199        5.529        0.877         1.76        0.0084   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866  6.792161    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                  0.8102  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4636001280         954787008          0.20787      0.0455    -0.48   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM    1.965947                     0.824382       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       4.01  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832   5.374258  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	206.449997	185.297076	198.254762	211.212449	190.815873	7.379416	176.057041	205.574705

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SAFM	1.287362	206.449997	5064230.46875	0.962912	0.651375	0.476748

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -69.8699951171875
Sector Volume Factor: 1.4804916728676867
Sector Risk Trend Factor: -2.02874535900685
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 341.4043344769378 451.53600389174676
test cv mean error, stdev (10 folds): 369.6812742680705 464.19593120201364
sell date: 2022-07-10
expected return: 0.0447918232238952
discounted return: 0.0019069312480921585
quarter return: 1.1915686274019364

['options', ('2022-08-19', '2022-12-16')]
symbol: BANF
sector: Financial Services
Index: SP600
vol_30d_2yr: 2480129.6875
Sector 1YMF: 25.399993896484375
1YMF: 25.399993896484375
risk trend factor: 1.5227813808014614
          beta dividendRate dividendYield earningsGrowth ebitdaMargins  \
BANF  1.261764         1.44        0.0176          -0.15             0   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
BANF  25.541208            0    489579000                 0.46682   

            industry   marketCap operatingMargins payoutRatio pegRatio  \
BANF  Banks—Regional  3028237568          0.43254      0.2934     2.57   

     priceToBook priceToSalesTrailing12Months profitMargins revenueGrowth  \
BANF    2.640443                     6.197036       0.32952        -0.008   

     revenuePerShare              sector sharesOutstanding shortRatio  \
BANF          14.947  Financial Services          32572200       6.33   

       totalCash totalCashPerShare totalDebt totalRevenue trailingPE  
BANF  2059768064            62.941  99100000    488659008  18.819838  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	91.559998	80.113243	89.27873	98.444217	85.368096	4.066924	77.234248	93.501943

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
BANF	1.077928	91.559998	2480129.6875	0.912771	0.918694	0.536414

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -73.55999755859375
Sector Volume Factor: 1.2176833027526361
Sector Risk Trend Factor: -3.976216084248311
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 57.43070909139858 34.23390711310378
test cv mean error, stdev (10 folds): 60.476525300086834 34.454503767797306
sell date: 2022-09-18
expected return: 0.05141243020409907
discounted return: 0.0005392252421581034
quarter return: 1.050845787629788

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Stockholder Equity          1.171734e+09  1.171734e+09  1.146874e+09   
Net Tangible Assets               1.004246e+09  1.004246e+09  9.786270e+08   
Intangible Assets                          NaN  1.756600e+07  1.832500e+07   
Capital Surplus                            NaN  1.599140e+08  1.588770e+08   
Total Liab                                 NaN  8.233878e+09  1.015590e+10   
Total Assets                               NaN  9.405612e+09  1.130277e+10   
Common Stock                               NaN  3.260300e+07  3.257200e+07   
Other Current Assets                       NaN  4.577600e+07  4.215000e+07   
Retained Earnings                          NaN  9.770670e+08  9.505600e+08   
Good Will                                  NaN  1.499220e+08  1.499220e+08   
Treasury Stock                             NaN  2.150000e+06  4.865000e+06   
Other Assets                               NaN  6.238580e+09  6.128204e+09   
Cash                                       NaN  2.050822e+09  4.110866e+09   
Total Current Liabilities                  NaN  8.144420e+09  1.006686e+10   
Deferred Long Term Asset Charges           NaN  1.172000e+06           NaN   
Other Stockholder Equity                   NaN  2.150000e+06  4.865000e+06   
Property Plant Equipment                   NaN  2.740470e+08  2.716600e+08   
Total Current Assets                       NaN  2.145097e+09  4.192076e+09   
Long Term Investments                      NaN  5.804000e+08  5.425840e+08   
Long Term Debt                             NaN  8.598700e+07  8.597300e+07   
Inventory                                  NaN  3.955300e+07  3.906000e+07   
Accounts Payable                           NaN  8.091914e+09  9.992044e+09   

                                    2021-06-30  
Total Stockholder Equity          1.131591e+09  
Net Tangible Assets               9.623860e+08  
Intangible Assets                 1.928300e+07  
Capital Surplus                   1.583220e+08  
Total Liab                        9.883696e+09  
Total Assets                      1.101529e+10  
Common Stock                      3.278500e+07  
Other Current Assets              3.893200e+07  
Retained Earnings                 9.350670e+08  
Good Will                         1.499220e+08  
Treasury Stock                    5.417000e+06  
Other Assets                      6.280314e+09  
Cash                              3.641398e+09  
Total Current Liabilities         9.794790e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          5.417000e+06  
Property Plant Equipment          2.710840e+08  
Total Current Assets              3.720513e+09  
Long Term Investments             5.741710e+08  
Long Term Debt                    8.595900e+07  
Inventory                         4.018300e+07  
Accounts Payable                  9.728389e+09  ]
['quarterly_cashflow',                                            2022-03-31    2021-12-31  \
Net Income                                 35915000.0  3.816800e+07   
Change To Liabilities                             0.0  0.000000e+00   
Investments                                       NaN -9.512000e+06   
Total Cashflows From Investing Activities         NaN -1.741920e+08   
Net Borrowings                                    NaN -3.500000e+06   
Total Cash From Financing Activities              NaN -1.914817e+09   
Change To Operating Activities                    NaN -6.860000e+05   
Issuance Of Stock                                 NaN  5.390000e+05   
Change In Cash                                    NaN -2.060844e+09   
Total Cash From Operating Activities              NaN  2.816500e+07   
Depreciation                                      NaN  5.467000e+06   
Other Cashflows From Investing Activities         NaN -1.298000e+06   
Dividends Paid                                    NaN -1.172600e+07   
Other Cashflows From Financing Activities         NaN -1.900130e+09   
Change To Netincome                               NaN -1.510400e+07   
Capital Expenditures                              NaN -6.392000e+06   
Repurchase Of Stock                               NaN           NaN   

                                            2021-09-30   2021-06-30  
Net Income                                  38750000.0   48192000.0  
Change To Liabilities                              0.0          0.0  
Investments                                 32390000.0  -10869000.0  
Total Cashflows From Investing Activities  200772000.0  365288000.0  
Net Borrowings                                400000.0   58500000.0  
Total Cash From Financing Activities       241240000.0  147905000.0  
Change To Operating Activities                399000.0      -1000.0  
Issuance Of Stock                             539000.0     413000.0  
Change In Cash                             469468000.0  578990000.0  
Total Cash From Operating Activities        27456000.0   65797000.0  
Depreciation                                 4962000.0    4942000.0  
Other Cashflows From Investing Activities     828000.0   14923000.0  
Dividends Paid                             -11147000.0  -11142000.0  
Other Cashflows From Financing Activities  263651000.0  100134000.0  
Change To Netincome                        -18501000.0   10851000.0  
Capital Expenditures                        -5659000.0   -7482000.0  
Repurchase Of Stock                        -11664000.0  -11664000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   132130000  48192000
3Q2021   118493000  38750000
4Q2021   121815000  38168000
1Q2022   116221000  35915000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        43709000.0   45034000.0   48279000.0   
Minority Interest                              None         None         None   
Net Income                               35915000.0   38168000.0   38750000.0   
Selling General Administrative           56988000.0   55859000.0   55090000.0   
Gross Profit                            116221000.0  121815000.0  118493000.0   
Ebit                                            0.0          0.0          0.0   
Operating Income                         47462000.0   49173000.0   51690000.0   
Other Operating Expenses                 11771000.0   16783000.0   11713000.0   
Interest Expense                               None         None         None   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                        7794000.0    6866000.0    9529000.0   
Total Revenue                           116221000.0  121815000.0  118493000.0   
Total Operating Expenses                 68759000.0   72642000.0   66803000.0   
Cost Of Revenue                                 0.0          0.0          0.0   
Total Other Income Expense Net           -3753000.0   -4139000.0   -3411000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           35915000.0   38168000.0   38750000.0   
Net Income Applicable To Common Shares   35915000.0   38168000.0   38750000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        62907000.0  
Minority Interest                              None  
Net Income                               48192000.0  
Selling General Administrative           53961000.0  
Gross Profit                            132130000.0  
Ebit                                            0.0  
Operating Income                         63039000.0  
Other Operating Expenses                 15130000.0  
Interest Expense                               None  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       14715000.0  
Total Revenue                           132130000.0  
Total Operating Expenses                 69091000.0  
Cost Of Revenue                                 0.0  
Total Other Income Expense Net            -132000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           48192000.0  
Net Income Applicable To Common Shares   48192000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  1328625    2022-01-30   
1      Virtus Equity Tr-Virtus KAR Small Cap Core Fd   471363    2021-12-30   
2             Vanguard Total Stock Market Index Fund   463100    2021-12-30   
3                           iShares Russell 2000 ETF   408948    2022-01-30   
4                      Vanguard Small-Cap Index Fund   406215    2021-12-30   
5                Vanguard Small Cap Value Index Fund   260062    2021-12-30   
6                Vanguard Extended Market Index Fund   242508    2021-12-30   
7                          DFA U.S. Micro Cap Series   239834    2022-01-30   
8  Schwab Strategic Tr-Schwab U.S. Dividend Equit...   221816    2022-02-27   
9           SPDR (R) Ser Tr-S&P Regional Banking ETF   210949    2022-01-30   

    % Out     Value  
0  0.0406  99580443  
1  0.0144  33259373  
2  0.0141  32676336  
3  0.0125  30650652  
4  0.0124  28662530  
5  0.0079  18349974  
6  0.0074  17111364  
7  0.0073  17975558  
8  0.0068  17330484  
9  0.0064  15810627  ]
['options', ('2022-06-17',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92708582.421875
Sector 1YMF: 24.100000381469727
1YMF: 24.100000381469727
risk trend factor: 1.2141059059973964
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  12.820001   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80139   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  4259791360         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.18    2.225273   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.135359       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  17.089191  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	35.09	26.840788	35.541111	44.241434	29.769206	5.452506	18.864194	40.674218

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PBF	0.768095	35.09	92708582.421875	0.774588	0.622395	0.555912

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 25.720877012049698 17.863936823666034
test cv mean error, stdev (10 folds): 22.973989066046546 16.371710054407494
sell date: 2022-09-18
expected return: 0.4470970920208785
discounted return: 0.003981664387167294
quarter return: 1.4413580878533077

['options', ('2022-06-17', '2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10535892.7734375
Sector 1YMF: 7.760000228881836
1YMF: 7.760000228881836
risk trend factor: 1.1883614925281147
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.412885        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464   8.09589    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77816  Farm & Heavy Construction Machinery  1110906752   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.38    4.470499   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.574797       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       2.29  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  18.801697  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	18.08	16.262576	18.084127	19.905678	15.902698	1.926426	12.049847	19.75555

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TWI	1.294157	18.08	10535892.773438	0.906939	0.834351	0.500331

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.6699981689453
Sector Volume Factor: 0.8731518814579678
Sector Risk Trend Factor: -4.0477142333984375
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 4.563758803723551 7.424541486283341
test cv mean error, stdev (10 folds): 5.008942337795256 7.64566181594025
sell date: 2022-07-10
expected return: 0.1656193565138642
discounted return: 0.006685403958885949
quarter return: 1.8459800501751473

['options', ('2022-07-15',)]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10281161.1328125
Sector 1YMF: 22.600006103515625
1YMF: 22.600006103515625
risk trend factor: 1.1035159476887273
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
CEIX  2.379059        0.868      100.167          5.642  282313984   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CEIX       0.22235  9.169261    196007120      0.33279    422536000   

     heldPercentInstitutions      industry   marketCap operatingCashflow  \
CEIX                 0.86884  Thermal Coal  1625051904         305568992   

     operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months  \
CEIX          0.04547           0    3.353494                     1.279876   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
CEIX       0.02686      0.586        0.01416        0.05563         0.249   

     revenuePerShare  sector sharesOutstanding shortRatio  totalCash  \
CEIX          36.905  Energy          34480200       1.85  149912992   

     totalCashPerShare  totalDebt totalRevenue  
CEIX             4.348  673937984   1269694976  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	49.060001	48.004985	52.513302	57.021619	46.495238	6.61632	33.262598	59.727878

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CEIX	1.464659	49.060001	10281161.132812	0.814788	0.891799	0.522582

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 36.97631528473198 64.10181216623809
test cv mean error, stdev (10 folds): 36.97631528473198 64.10181216623809
sell date: 2022-09-04
expected return: 0.5429120382517398
discounted return: 0.005504608466211591
quarter return: 1.6570439136742172

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   6.469450e+08  6.449200e+08  6.430330e+08   
Total Liab                        1.900704e+09  2.105167e+09  1.965198e+09   
Total Stockholder Equity          6.728130e+08  4.845800e+08  5.927330e+08   
Other Current Liab                1.790310e+08  2.688430e+08  1.451780e+08   
Total Assets                      2.573517e+09  2.589747e+09  2.557931e+09   
Common Stock                      3.450000e+05  3.450000e+05  3.450000e+05   
Other Current Assets              3.747200e+07  4.242800e+07  3.166900e+07   
Retained Earnings                 2.809600e+08  1.636370e+08  2.774260e+08   
Other Liab                        8.455480e+08  9.379920e+08  9.285180e+08   
Treasury Stock                   -2.554370e+08 -3.243220e+08 -3.280710e+08   
Other Assets                      5.153480e+08  5.008660e+08  4.742010e+08   
Cash                              1.499130e+08  1.619810e+08  1.466670e+08   
Total Current Liabilities         4.452320e+08  5.156760e+08  3.702570e+08   
Deferred Long Term Asset Charges  5.701100e+07  1.113720e+08  6.965600e+07   
Short Long Term Debt              3.658900e+07  2.765100e+07  3.139500e+07   
Other Stockholder Equity         -2.554370e+08 -3.243220e+08 -3.280710e+08   
Property Plant Equipment          1.671829e+09  1.704640e+09  1.711778e+09   
Total Current Assets              3.863400e+08  3.842410e+08  3.719520e+08   
Net Tangible Assets               6.728130e+08  4.845800e+08  5.927330e+08   
Net Receivables                   1.108630e+08  9.881800e+07  1.153080e+08   
Long Term Debt                    5.680520e+08  5.976970e+08  6.093260e+08   
Inventory                         6.287600e+07  5.601500e+07  5.929900e+07   
Accounts Payable                  8.034300e+07  7.839200e+07  6.807300e+07   

                                    2021-03-31  
Capital Surplus                   6.420540e+08  
Total Liab                        1.937495e+09  
Total Stockholder Equity          5.830650e+08  
Other Current Liab                1.260430e+08  
Total Assets                      2.520560e+09  
Common Stock                      3.440000e+05  
Other Current Assets              3.030000e+05  
Retained Earnings                 2.732540e+08  
Other Liab                        9.485460e+08  
Treasury Stock                   -3.325870e+08  
Other Assets                      4.475660e+08  
Cash                              9.117400e+07  
Total Current Liabilities         3.711940e+08  
Deferred Long Term Asset Charges  6.226100e+07  
Short Long Term Debt              2.888900e+07  
Other Stockholder Equity         -3.325870e+08  
Property Plant Equipment          1.736252e+09  
Total Current Assets              3.367420e+08  
Net Tangible Assets               5.830650e+08  
Net Receivables                   1.662310e+08  
Long Term Debt                    5.504440e+08  
Inventory                         5.520900e+07  
Accounts Payable                  7.538200e+07  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                        5226000.0   13242000.0   
Total Cashflows From Investing Activities  -35758000.0  -45884000.0   
Net Borrowings                             -30768000.0  -22550000.0   
Total Cash From Financing Activities       -30768000.0  -22551000.0   
Change To Operating Activities             -27258000.0    1564000.0   
Net Income                                 117323000.0 -113789000.0   
Change In Cash                             -14100000.0   12103000.0   
Total Cash From Operating Activities        52426000.0   80538000.0   
Depreciation                                56510000.0   55977000.0   
Other Cashflows From Investing Activities   -7843000.0    -156000.0   
Change To Inventory                         -6861000.0    3284000.0   
Change To Account Receivables               -9263000.0    8877000.0   
Change To Netincome                        -85331000.0  109242000.0   
Capital Expenditures                       -29434000.0  -45863000.0   
Repurchase Of Stock                                NaN      -1000.0   
Other Cashflows From Financing Activities          NaN          NaN   

                                            2021-06-30  2021-03-31  
Change To Liabilities                       -6922000.0    -73000.0  
Total Cashflows From Investing Activities  -40225000.0  -5494000.0  
Net Borrowings                              56940000.0 -29803000.0  
Total Cash From Financing Activities        54342000.0 -31875000.0  
Change To Operating Activities             -14728000.0  -3098000.0  
Net Income                                   4172000.0  26404000.0  
Change In Cash                             108726000.0  40627000.0  
Total Cash From Operating Activities        94609000.0  77996000.0  
Depreciation                                52199000.0  59897000.0  
Other Cashflows From Investing Activities    -156000.0   -182000.0  
Change To Inventory                         -3574000.0    475000.0  
Change To Account Receivables               50857000.0  -5764000.0  
Change To Netincome                         10414000.0  -1985000.0  
Capital Expenditures                       -43655000.0 -13800000.0  
Repurchase Of Stock                          -230000.0  -2072000.0  
Other Cashflows From Financing Activities   -2368000.0  -2368000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   332361000   26404000
2Q2021   303895000    4172000
3Q2021   294837000 -113789000
4Q2021   338602000  117323000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       162586000.0 -154047000.0   -4721000.0   
Minority Interest                              None         None         None   
Net Income                              117323000.0 -113789000.0    4172000.0   
Selling General Administrative           20131000.0   22476000.0   22542000.0   
Gross Profit                            111053000.0   86408000.0  102837000.0   
Ebit                                    150330000.0 -139095000.0    7904000.0   
Operating Income                        150330000.0 -139095000.0    7904000.0   
Other Operating Expenses               -115918000.0  147050000.0   20192000.0   
Interest Expense                        -15849000.0  -16045000.0  -16187000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       45263000.0  -40258000.0   -8893000.0   
Total Revenue                           338602000.0  294837000.0  303895000.0   
Total Operating Expenses                188272000.0  433932000.0  295991000.0   
Cost Of Revenue                         227549000.0  208429000.0  201058000.0   
Total Other Income Expense Net           12256000.0  -14952000.0  -12625000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          117323000.0 -113789000.0    4172000.0   
Net Income Applicable To Common Shares  117323000.0 -113789000.0    4172000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        31589000.0  
Minority Interest                              None  
Net Income                               26404000.0  
Selling General Administrative           23964000.0  
Gross Profit                            120238000.0  
Ebit                                     36592000.0  
Operating Income                         36592000.0  
Other Operating Expenses                  -215000.0  
Interest Expense                        -15261000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        5185000.0  
Total Revenue                           332361000.0  
Total Operating Expenses                295769000.0  
Cost Of Revenue                         212123000.0  
Total Other Income Expense Net           -5003000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           26404000.0  
Net Income Applicable To Common Shares   26404000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  2228007    2022-01-30   
1  SPDR (R) Ser Tr-SPDR (R) S&P (R) Metals & Mini...  1914035    2022-01-30   
2                           iShares Russell 2000 ETF   792575    2022-01-30   
3             Vanguard Total Stock Market Index Fund   735685    2021-12-30   
4  Victory Portfolios-Victory Integrity Small Cap...   704300    2021-12-30   
5                    DFA U.S. Small Cap Value Series   629572    2022-01-30   
6                 iShares S&P Smallcap 600 Value ETF   526608    2022-01-30   
7                Vanguard Extended Market Index Fund   430229    2021-12-30   
8                     iShares Russell 2000 Value ETF   366723    2022-01-30   
9             Pacer Small Cap U.S. Cash Cows 100 ETF   323552    2022-01-30   

    % Out     Value  
0  0.0640  48436872  
1  0.0550  41611120  
2  0.0228  17230580  
3  0.0211  16707406  
4  0.0202  15994653  
5  0.0181  13686895  
6  0.0151  11448457  
7  0.0124   9770500  
8  0.0105   7972558  
9  0.0093   7034020  ]
['options', ('2022-06-17', '2022-08-19')]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14113253.515625
Sector 1YMF: 20.09100341796875
1YMF: 20.09100341796875
risk trend factor: 1.0529877099958074
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.943627        1.828       36.846          3.692  108329000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002   67.4382     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.00644  Diagnostics & Research  4062789888   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.48    8.132791   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     7.501749      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          67690600       1.93  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	59.540001	59.091792	66.38219	73.672588	61.651587	5.304665	51.042258	72.260917

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LNTH	1.772745	59.540001	14113253.515625	0.774897	0.957446	0.533091

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -124.31001281738281
Sector Volume Factor: 1.2144136602789217
Sector Risk Trend Factor: -2.8504922628415557
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 41.48282594748043 60.16277129292424
test cv mean error, stdev (10 folds): 42.472503998805934 63.01381599971796
sell date: 2022-09-18
expected return: 0.08386712325682995
discounted return: 0.0008663461954796503
quarter return: 1.0829289318966995

['quarterly_balance_sheet',                                    2022-03-31   2021-12-31   2021-09-30  \
Intangible Assets                 340204000.0  348510000.0  356883000.0   
Capital Surplus                   691516000.0  685472000.0  680819000.0   
Total Liab                        417316000.0  399345000.0  348472000.0   
Total Stockholder Equity          515850000.0  464439000.0  499344000.0   
Other Current Liab                 89178000.0          NaN          NaN   
Total Assets                      933166000.0  863784000.0  847816000.0   
Common Stock                         686000.0     677000.0     677000.0   
Other Current Assets               12860000.0    2705000.0   12043000.0   
Retained Earnings                -178263000.0 -221225000.0 -181010000.0   
Other Liab                         64083000.0  129181000.0   88437000.0   
Good Will                          61189000.0   61189000.0   61189000.0   
Treasury Stock                      1911000.0    -485000.0   -1142000.0   
Other Assets                       78005000.0   92734000.0  103495000.0   
Cash                              105355000.0   98508000.0   91475000.0   
Total Current Liabilities         177657000.0   90497000.0   76903000.0   
Deferred Long Term Asset Charges   47868000.0   62764000.0   66493000.0   
Short Long Term Debt               12500000.0   11607000.0   10766000.0   
Other Stockholder Equity            1911000.0    -485000.0   -1142000.0   
Property Plant Equipment          125634000.0  125560000.0  124728000.0   
Total Current Assets              324747000.0  235791000.0  201521000.0   
Long Term Investments               3387000.0          NaN          NaN   
Net Tangible Assets               114457000.0   54740000.0   81272000.0   
Net Receivables                   172283000.0   89336000.0   64054000.0   
Long Term Debt                    159165000.0  162729000.0  166479000.0   
Inventory                          34249000.0   35129000.0   33949000.0   
Accounts Payable                   22383000.0   20787000.0   20508000.0   

                                   2021-06-30  
Intangible Assets                 365259000.0  
Capital Surplus                   676059000.0  
Total Liab                        349662000.0  
Total Stockholder Equity          508140000.0  
Other Current Liab                        NaN  
Total Assets                      857802000.0  
Common Stock                         676000.0  
Other Current Assets                8102000.0  
Retained Earnings                -167595000.0  
Other Liab                        106587000.0  
Good Will                          61189000.0  
Treasury Stock                     -1000000.0  
Other Assets                      126648000.0  
Cash                               91500000.0  
Total Current Liabilities          73826000.0  
Deferred Long Term Asset Charges   64777000.0  
Short Long Term Debt               11269000.0  
Other Stockholder Equity           -1000000.0  
Property Plant Equipment          118493000.0  
Total Current Assets              186213000.0  
Long Term Investments                     NaN  
Net Tangible Assets                81692000.0  
Net Receivables                    54892000.0  
Long Term Debt                    168514000.0  
Inventory                          31719000.0  
Accounts Payable                   21471000.0  ]
['quarterly_cashflow',                                            2022-03-31  2021-12-31  2021-09-30  \
Change To Liabilities                       1506000.0    649000.0  -1112000.0   
Total Cashflows From Investing Activities  -1390000.0  -4544000.0  -2420000.0   
Net Borrowings                             -2609000.0  -2591000.0  -2620000.0   
Total Cash From Financing Activities       -2179000.0  -2100000.0  -1726000.0   
Change To Operating Activities             -1674000.0  10133000.0   3754000.0   
Issuance Of Stock                           5934000.0    678000.0    961000.0   
Net Income                                 42962000.0 -40215000.0 -13415000.0   
Change In Cash                              6846000.0   7034000.0    -25000.0   
Repurchase Of Stock                        -5504000.0   -187000.0    -67000.0   
Effect Of Exchange Rate                      151000.0   -211000.0   -219000.0   
Total Cash From Operating Activities       10264000.0  13889000.0   4340000.0   
Depreciation                               11786000.0  12200000.0  12339000.0   
Change To Inventory                        -1634000.0  -2924000.0  -2513000.0   
Change To Account Receivables             -85155000.0 -25381000.0  -9272000.0   
Change To Netincome                        42227000.0  59181000.0  14314000.0   
Capital Expenditures                       -3190000.0  -4544000.0  -2420000.0   

                                           2021-06-30  
Change To Liabilities                       1778000.0  
Total Cashflows From Investing Activities  -2656000.0  
Net Borrowings                             -2565000.0  
Total Cash From Financing Activities        -715000.0  
Change To Operating Activities              9341000.0  
Issuance Of Stock                           2043000.0  
Net Income                                -26657000.0  
Change In Cash                             22639000.0  
Repurchase Of Stock                         -193000.0  
Effect Of Exchange Rate                      141000.0  
Total Cash From Operating Activities       25869000.0  
Depreciation                                9626000.0  
Change To Inventory                        -2001000.0  
Change To Account Receivables               3897000.0  
Change To Netincome                        29700000.0  
Capital Expenditures                       -2656000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   101064000 -26657000
3Q2021   102073000 -13415000
4Q2021   129562000 -40215000
1Q2022   208880000  42962000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                     12203000.0   11293000.0   11252000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        57901000.0  -41007000.0  -19837000.0   
Minority Interest                              None         None         None   
Net Income                               42962000.0  -40215000.0  -13415000.0   
Selling General Administrative           57942000.0   42593000.0   36205000.0   
Gross Profit                            129070000.0   57908000.0   42669000.0   
Ebit                                     58925000.0    4022000.0   -4788000.0   
Operating Income                         58925000.0    4022000.0   -4788000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -1509000.0   -1528000.0   -1569000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       14939000.0    -792000.0   -6422000.0   
Total Revenue                           208880000.0  129562000.0  102073000.0   
Total Operating Expenses                149955000.0  125540000.0  106861000.0   
Cost Of Revenue                          79810000.0   71654000.0   59404000.0   
Total Other Income Expense Net           -1024000.0  -45029000.0  -15049000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42962000.0  -40215000.0  -13415000.0   
Net Income Applicable To Common Shares   42962000.0  -40215000.0  -13415000.0   

                                         2021-06-30  
Research Development                     12061000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                       -28536000.0  
Minority Interest                              None  
Net Income                              -26657000.0  
Selling General Administrative           60808000.0  
Gross Profit                             46088000.0  
Ebit                                    -26781000.0  
Operating Income                        -26781000.0  
Other Operating Expenses                       None  
Interest Expense                         -1937000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       -1879000.0  
Total Revenue                           101064000.0  
Total Operating Expenses                127845000.0  
Cost Of Revenue                          54976000.0  
Total Other Income Expense Net           -1755000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -26657000.0  
Net Income Applicable To Common Shares  -26657000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  4760862    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1818068    2021-12-30   
2                           iShares Russell 2000 ETF  1546604    2022-01-30   
3               Artisan International Small-Mid Fund  1430335    2021-12-30   
4                      Thrivent Small Cap Stock Fund   983011    2022-01-30   
5                Vanguard Extended Market Index Fund   869393    2021-12-30   
6                     John Hancock Small Cap Core Fd   846280    2022-01-30   
7  Blair (William) Mutual Funds,Inc-Small Cap Val...   724920    2022-02-27   
8                Price (T.Rowe) Small-Cap Value Fund   720839    2021-12-30   
9                Price (T.Rowe) Health Sciences Fund   720458    2021-12-30   

    % Out      Value  
0  0.0694  120973503  
1  0.0265   52523984  
2  0.0225   39299207  
3  0.0208   41322378  
4  0.0143   24978309  
5  0.0127   25116763  
6  0.0123   21503974  
7  0.0106   34665674  
8  0.0105   20825038  
9  0.0105   20814031  ]
['options', ('2022-07-15',)]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21743692.96875
Sector 1YMF: 9.990001678466797
1YMF: 9.990001678466797
risk trend factor: 0.9920558074695336
        beta currentRatio debtToEquity earningsGrowth     ebitda  \
GO -0.204778        1.904      144.187         -0.368  158646000   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
GO       0.05023  34.782608    -14480875      0.30639    948786000   

   heldPercentInstitutions        industry   marketCap operatingCashflow  \
GO                  1.0557  Grocery Stores  3854695936         175503008   

   operatingMargins payoutRatio pegRatio priceToBook  \
GO          0.02681           0      3.5    3.760813   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
GO                     1.220403       0.01741      0.611        0.02033   

   returnOnEquity revenueGrowth revenuePerShare              sector  \
GO        0.05577         0.105          32.914  Consumer Defensive   

   sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GO          96367400       6.55  137996000             1.432  1476578944   

   totalRevenue trailingPE  
GO   3158543104   71.42857  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	40.450001	35.617662	37.784079	39.950497	35.093175	2.395336	30.302502	39.883847

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
GO	1.107204	40.450001	21743692.96875	0.697775	0.177952	0.402887

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -69.8699951171875
Sector Volume Factor: 1.4804916728676867
Sector Risk Trend Factor: -2.02874535900685
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 15.80987933983161 6.829165054824745
test cv mean error, stdev (10 folds): 15.809879339831612 6.829165054824745
sell date: 2022-07-24
expected return: 0.014618691441191397
discounted return: 0.00039231662398697686
quarter return: 1.0367450559027056

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: XOM
sector: error
sector: error
Index: SP500
vol_30d_2yr: 552368724.0234375
Sector 1YMF: 24.93999481201172
1YMF: 24.93999481201172
risk trend factor: 0.9490105011595055
Empty DataFrame
Columns: []
Index: [XOM]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	91.389999	89.198012	96.716825	104.235638	88.786289	6.588575	75.609139	101.963438

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
XOM	1.083511	91.389999	552368724.023438	0.809562	0.916245	0.534339

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 97.73490803510009 107.32363912819847
test cv mean error, stdev (10 folds): 107.20989594386506 108.08678833916397
sell date: 2022-09-18
expected return: 0.23531371659580935
discounted return: 0.0022748950470505847
quarter return: 1.2325098859607904

['mutualfund_holders',                                                Holder     Shares  \
0              Vanguard Total Stock Market Index Fund  120310714   
1              Vanguard Total Stock Market Index Fund  120310714   
2               Select Sector SPDR Fund-Energy Select  104790890   
3               Select Sector SPDR Fund-Energy Select  104790890   
4                             Vanguard 500 Index Fund   89656123   
5                             Vanguard 500 Index Fund   89656123   
6                              SPDR S&P 500 ETF Trust   44986060   
7                              SPDR S&P 500 ETF Trust   44986060   
8                             Fidelity 500 Index Fund   43355092   
9                             Fidelity 500 Index Fund   43355092   
10                           iShares Core S&P 500 ETF   35205800   
11                           iShares Core S&P 500 ETF   35205800   
12                    Vanguard Index-Value Index Fund   32349611   
13                    Vanguard Index-Value Index Fund   32349611   
14  Vanguard Institutional Index Fund-Institutiona...   31898803   
15  Vanguard Institutional Index Fund-Institutiona...   31898803   
16                         Vanguard Energy Index Fund   24678647   
17                         Vanguard Energy Index Fund   24678647   
18                            First Eagle Global Fund   17012219   
19                            First Eagle Global Fund   17012219   

   Date Reported   % Out       Value  
0     2021-12-30  0.0286  7361812589  
1     2021-12-30  0.0284  7361812589  
2     2022-01-30  0.0249  7959916004  
3     2022-01-30  0.0248  7959916004  
4     2021-12-30  0.0213  5486058166  
5     2021-12-30  0.0212  5486058166  
6     2022-01-30  0.0107  3417141117  
7     2022-01-30  0.0106  3417141117  
8     2022-02-27  0.0103  3399906314  
9     2022-02-27  0.0102  3399906314  
10    2022-01-30  0.0084  2674232568  
11    2022-01-30  0.0083  2674232568  
12    2021-12-30  0.0077  1979472697  
13    2021-12-30  0.0076  1979472697  
14    2021-12-30  0.0076  1951887755  
15    2021-12-30  0.0075  1951887755  
16    2022-02-27  0.0059  1935299497  
17    2022-02-27  0.0058  1935299497  
18    2022-01-30  0.0040  1292248155  
19    2022-01-30  0.0040  1292248155  ]
['options', ('2022-06-17', '2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22892569.7265625
Sector 1YMF: 38.0699462890625
1YMF: 38.0699462890625
risk trend factor: 0.9362996276495538
         beta currentRatio dividendRate dividendYield      ebitda  \
MCK  0.716666         0.98         1.88        0.0058  3516999936   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
MCK       0.01368  13.83477   2778374912       0.0503  11967000000   

    heldPercentInstitutions              industry    marketCap  \
MCK                   0.898  Medical Distribution  46534418432   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4917000192           0.0105      0.2521     1.05   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.181064       0.00549      0.445        0.02686   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
MCK       14.01754         0.096        1655.966  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
MCK         152682000       2.69  2753999872            18.385  8098999808   

     totalRevenue  
MCK  257005993984  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	304.019989	301.863634	319.558729	337.253824	317.76984	10.161133	297.447575	338.092106

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MCK	0.981008	304.019989	22892569.726562	0.820561	0.997806	0.461676

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -124.31001281738281
Sector Volume Factor: 1.2144136602789217
Sector Risk Trend Factor: -2.8504922628415557
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 460.68525262037815 633.1761312071055
test cv mean error, stdev (10 folds): 495.9381907679 653.7069393524685
sell date: 2022-09-04
expected return: 0.06365637617324695
discounted return: 0.0007814746104450876
quarter return: 1.074513054576828

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile                0
peerCount                      58
governanceScore              5.52
environmentPercentile           0
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance           LAG_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile            0
militaryContract            False]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189223264.453125
Sector 1YMF: 29.659996032714844
1YMF: 29.659996032714844
risk trend factor: 0.8399884359916364
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.420588        1.335       45.371         1.92        0.0187   

          ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
COP  20018999296       0.42904  12.647641  10509124608      0.49156   

    grossProfits heldPercentInstitutions       industry     marketCap  \
COP  22936000000                 0.80521  Oil & Gas E&P  130116534272   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
COP       16995999744          0.27435      0.2348     0.54    2.949491   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
COP                      2.78861       0.17315      1.094        0.10439   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
COP        0.21471         1.771          35.237  Energy        1318950016   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
COP       1.79  6591000064             5.072  20600999936  46660001792   

    trailingPE  
COP  26.756605  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	102.419998	101.7508	112.619206	123.487613	104.448413	7.348641	89.751132	119.145694

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
COP	0.8692	102.419998	189223264.453125	0.77566	0.929388	0.48705

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 143.25760529439555 169.46635721089507
test cv mean error, stdev (10 folds): 156.83364486058147 171.94040477575322
sell date: 2022-09-18
expected return: 0.23531551862796574
discounted return: 0.002274910768365501
quarter return: 1.2325116645701102

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            6.058100e+10  6.043100e+10  6.033700e+10   
Total Liab                 4.525500e+10  4.318900e+10  4.112700e+10   
Total Stockholder Equity   4.540600e+10  4.411500e+10  4.427600e+10   
Other Current Liab         4.390000e+09  3.763000e+09  2.094000e+09   
Total Assets               9.066100e+10  8.730400e+10  8.540300e+10   
Common Stock               2.100000e+07  2.100000e+07  2.100000e+07   
Other Current Assets       1.348000e+09  1.696000e+09  7.800000e+08   
Retained Earnings          4.067400e+10  3.830700e+10  3.711600e+10   
Other Liab                 1.402100e+10  1.399200e+10  1.417200e+10   
Treasury Stock            -5.587000e+10 -5.464400e+10 -5.319800e+10   
Other Assets               2.036000e+09  2.376000e+09  2.501000e+09   
Cash                       5.028000e+09  9.833000e+09  6.608000e+09   
Total Current Liabilities  1.202100e+10  1.044900e+10  8.150000e+09   
Short Long Term Debt       9.200000e+08  9.200000e+08  1.205000e+09   
Other Stockholder Equity  -4.950000e+09 -5.123000e+09 -4.920000e+09   
Property Plant Equipment   6.556000e+10  5.668900e+10  5.771700e+10   
Total Current Assets       1.605000e+10  2.018100e+10  1.717200e+10   
Long Term Investments      7.015000e+09  8.058000e+09  8.013000e+09   
Net Tangible Assets        4.540600e+10  4.411500e+10  4.427600e+10   
Short Term Investments     1.563000e+09  2.094000e+09  4.053000e+09   
Net Receivables            6.670000e+09  5.465000e+09  4.524000e+09   
Long Term Debt             1.775300e+10  1.789500e+10  1.793000e+10   
Inventory                  1.208000e+09  1.043000e+09  1.138000e+09   
Accounts Payable           5.025000e+09  4.131000e+09  3.613000e+09   

                             2021-03-31  
Capital Surplus            6.027800e+10  
Total Liab                 4.053800e+10  
Total Stockholder Equity   4.315500e+10  
Other Current Liab         1.180000e+09  
Total Assets               8.369300e+10  
Common Stock               2.100000e+07  
Other Current Assets       3.260000e+08  
Retained Earnings          3.560800e+10  
Other Liab                 1.401600e+10  
Treasury Stock            -5.275200e+10  
Other Assets               2.523000e+09  
Cash                       2.831000e+09  
Total Current Liabilities  7.184000e+09  
Short Long Term Debt       6.890000e+08  
Other Stockholder Equity  -5.080000e+09  
Property Plant Equipment   5.827000e+10  
Total Current Assets       1.461400e+10  
Long Term Investments      8.286000e+09  
Net Tangible Assets        4.315500e+10  
Short Term Investments     5.668000e+09  
Net Receivables            4.481000e+09  
Long Term Debt             1.846500e+10  
Inventory                  1.098000e+09  
Accounts Payable           3.779000e+09  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                2.450000e+08  1.544000e+09   
Change To Liabilities                      7.170000e+08  3.590000e+08   
Total Cashflows From Investing Activities -8.595000e+09  5.320000e+08   
Net Borrowings                            -1.420000e+08 -3.190000e+08   
Total Cash From Financing Activities      -2.031000e+09 -2.086000e+09   
Change To Operating Activities             1.510000e+08 -4.120000e+08   
Issuance Of Stock                          1.180000e+08  2.700000e+07   
Net Income                                 2.627000e+09  2.379000e+09   
Change In Cash                            -4.789000e+09  3.231000e+09   
Repurchase Of Stock                       -1.399000e+09 -1.243000e+09   
Effect Of Exchange Rate                   -3.100000e+07 -1.200000e+07   
Total Cash From Operating Activities       5.868000e+09  4.797000e+09   
Depreciation                               1.792000e+09  1.672000e+09   
Other Cashflows From Investing Activities  5.280000e+08 -3.420000e+08   
Dividends Paid                            -6.090000e+08 -5.790000e+08   
Change To Inventory                       -1.470000e+08  7.600000e+07   
Change To Account Receivables             -8.810000e+08 -8.250000e+08   
Other Cashflows From Financing Activities  1.000000e+06  2.800000e+07   
Change To Netincome                        1.076000e+09  4.400000e+07   
Capital Expenditures                      -1.557000e+09 -1.302000e+09   

                                             2021-06-30    2021-03-31  
Investments                                1.801000e+09 -4.990000e+08  
Change To Liabilities                     -1.010000e+08  4.240000e+08  
Total Cashflows From Investing Activities  7.340000e+08 -1.215000e+09  
Net Borrowings                            -1.800000e+07 -2.600000e+07  
Total Cash From Financing Activities      -1.203000e+09 -1.015000e+09  
Change To Operating Activities            -3.450000e+08 -4.300000e+07  
Issuance Of Stock                          2.700000e+07  2.700000e+07  
Net Income                                 2.091000e+09  9.820000e+08  
Change In Cash                             3.793000e+09 -1.520000e+08  
Repurchase Of Stock                       -6.060000e+08 -3.750000e+08  
Effect Of Exchange Rate                    1.100000e+07 -2.000000e+06  
Total Cash From Operating Activities       4.251000e+09  2.080000e+09  
Depreciation                               1.868000e+09  1.886000e+09  
Other Cashflows From Investing Activities  2.100000e+07  1.190000e+08  
Dividends Paid                            -5.830000e+08 -5.880000e+08  
Change To Inventory                       -3.800000e+07 -5.100000e+07  
Change To Account Receivables             -9.000000e+06 -7.850000e+08  
Other Cashflows From Financing Activities  4.000000e+06 -2.600000e+07  
Change To Netincome                        8.100000e+07 -7.730000e+08  
Capital Expenditures                      -1.248000e+09 -1.217000e+09  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
1Q2021    9948000000   982000000
2Q2021    9695000000  2091000000
3Q2021   11565000000  2379000000
4Q2021   15452000000  2627000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        4336000000.0   3582000000.0   
Minority Interest                                None           None   
Net Income                               2627000000.0   2379000000.0   
Selling General Administrative            176000000.0    144000000.0   
Gross Profit                             7429000000.0   5997000000.0   
Ebit                                     4802000000.0   3659000000.0   
Operating Income                         4802000000.0   3659000000.0   
Other Operating Expenses                  534000000.0    457000000.0   
Interest Expense                         -219000000.0   -219000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                       1709000000.0   1203000000.0   
Total Revenue                           15452000000.0  11565000000.0   
Total Operating Expenses                10650000000.0   7906000000.0   
Cost Of Revenue                          8023000000.0   5568000000.0   
Total Other Income Expense Net           -466000000.0    -77000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops           2627000000.0   2379000000.0   
Net Income Applicable To Common Shares   2627000000.0   2379000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       3080000000.0  1714000000.0  
Minority Interest                               None          None  
Net Income                              2091000000.0   982000000.0  
Selling General Administrative           156000000.0   274000000.0  
Gross Profit                            5318000000.0  4138000000.0  
Ebit                                    2793000000.0  1483000000.0  
Operating Income                        2793000000.0  1483000000.0  
Other Operating Expenses                 445000000.0   415000000.0  
Interest Expense                        -220000000.0  -226000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       989000000.0   732000000.0  
Total Revenue                           9695000000.0  9948000000.0  
Total Operating Expenses                6902000000.0  8465000000.0  
Cost Of Revenue                         4377000000.0  5810000000.0  
Total Other Income Expense Net           287000000.0   231000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          2091000000.0   982000000.0  
Net Income Applicable To Common Shares  2091000000.0   982000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  37482675    2021-12-30  0.0290   
1                 Vanguard 500 Index Fund  27932470    2021-12-30  0.0216   
2   Select Sector SPDR Fund-Energy Select  17578768    2022-01-30  0.0136   
3            JP Morgan Equity Income Fund  17507721    2021-12-30  0.0135   
4                American Mutual Fund Inc  14946383    2022-01-30  0.0116   
5                  Dodge & Cox Stock Fund  14316858    2021-12-30  0.0111   
6        Washington Mutual Investors Fund  14216422    2022-01-30  0.0110   
7                  SPDR S&P 500 ETF Trust  14014015    2022-01-30  0.0108   
8                 Fidelity 500 Index Fund  13507069    2022-02-27  0.0104   
9                iShares Core S&P 500 ETF  10969668    2022-01-30  0.0085   

        Value  
0  2705499481  
1  2016165684  
2  1557830420  
3  1263707301  
4  1324548461  
5  1033390810  
6  1259859317  
7  1241922009  
8  1281280565  
9   972131978  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.68
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                     0
militaryContract                     False]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54246410.7421875
Sector 1YMF: 10.880002975463867
1YMF: 10.880002975463867
risk trend factor: 0.8254932586524946
        beta currentRatio dividendRate dividendYield     ebitda ebitdaMargins  \
HRB  0.77549        1.058         1.08        0.0334  775283968       0.29948   

     forwardPE grossMargins grossProfits heldPercentInstitutions  \
HRB  11.050994      0.46994   1400058000                 0.93728   

              industry   marketCap operatingCashflow operatingMargins  \
HRB  Personal Services  5861442048          -1775000          0.24504   

    payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
HRB      0.3344     0.92      379.25                     2.264185   

    profitMargins quickRatio revenueGrowth revenuePerShare             sector  \
HRB       0.19834      0.844         0.119          14.768  Consumer Cyclical   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
HRB         175628992       6.28  336249984             2.044  2666034944   

    totalRevenue trailingPE  
HRB   2588764928  13.566667  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	33.27	32.463712	34.639683	36.815653	29.59127	4.038276	21.514719	37.667821

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HRB	1.002949	33.27	54246410.742188	0.850294	0.68658	0.435784

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -369.34999084472656
Sector Volume Factor: 1.2963402483527684
Sector Risk Trend Factor: -4.1537329629948685
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 7.876975207816215 7.1666374330399965
test cv mean error, stdev (10 folds): 8.085382812116858 7.484583508127284
sell date: 2022-08-07
expected return: 0.07922483240376207
discounted return: 0.0014960794954594903
quarter return: 1.1474435369623213

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-04-30  \
Intangible Assets                 3.345570e+08  3.374510e+08  3.601480e+08   
Capital Surplus                   7.706610e+08  7.706830e+08  7.832920e+08   
Total Liab                        3.472710e+09  3.352499e+09  3.301245e+09   
Total Stockholder Equity         -3.726550e+08  1.552800e+07  3.524010e+08   
Other Current Liab                2.636960e+08  3.421690e+08  4.931200e+08   
Total Assets                      3.100055e+09  3.368027e+09  3.653646e+09   
Common Stock                      2.033000e+06  2.099000e+06  2.167000e+06   
Other Current Assets              1.236860e+08  1.390670e+08  1.286690e+08   
Retained Earnings                -4.668560e+08 -7.475700e+07  2.485060e+08   
Other Liab                        3.246140e+08  3.938340e+08  4.055010e+08   
Good Will                         7.591830e+08  7.494090e+08  7.576590e+08   
Treasury Stock                   -6.784930e+08 -6.824970e+08 -6.815640e+08   
Other Assets                      2.297300e+08  2.336890e+08  2.503790e+08   
Cash                              3.362500e+08  8.917390e+08  9.342510e+08   
Total Current Liabilities         1.171440e+09  7.529690e+08  1.163079e+09   
Deferred Long Term Asset Charges  1.796260e+08  1.789460e+08  1.828480e+08   
Short Long Term Debt              4.993950e+08           NaN           NaN   
Other Stockholder Equity         -9.433000e+06 -1.108900e+07  4.786000e+06   
Property Plant Equipment          5.369810e+08  5.517300e+08  5.857360e+08   
Total Current Assets              1.239604e+09  1.495748e+09  1.699724e+09   
Net Tangible Assets              -1.466395e+09 -1.071332e+09 -7.654060e+08   
Net Receivables                   6.528840e+08  3.952280e+08  5.312420e+08   
Long Term Debt                    1.760830e+09  1.984512e+09  1.490039e+09   
Accounts Payable                  1.558410e+08  1.548050e+08  1.896840e+08   

                                    2021-01-31  
Intangible Assets                 3.812640e+08  
Capital Surplus                   7.784950e+08  
Total Liab                        3.702943e+09  
Total Stockholder Equity         -5.345800e+08  
Other Current Liab                2.313770e+08  
Total Assets                      3.168363e+09  
Common Stock                      2.187000e+06  
Other Current Assets              1.811590e+08  
Retained Earnings                -6.165180e+08  
Other Liab                        3.965030e+08  
Good Will                         7.456160e+08  
Treasury Stock                   -6.987440e+08  
Other Assets                      2.388310e+08  
Cash                              2.802490e+08  
Total Current Liabilities         6.914830e+08  
Deferred Long Term Asset Charges  1.795980e+08  
Short Long Term Debt                       NaN  
Other Stockholder Equity         -1.169300e+07  
Property Plant Equipment          5.820100e+08  
Total Current Assets              1.220642e+09  
Net Tangible Assets              -1.661460e+09  
Net Receivables                   5.630890e+08  
Long Term Debt                    2.369574e+09  
Accounts Payable                  1.553800e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -10603000.0 -162205000.0   
Total Cashflows From Investing Activities  -37991000.0  -19453000.0   
Net Borrowings                             275000000.0  275000000.0   
Total Cash From Financing Activities        67439000.0 -217322000.0   
Change To Operating Activities             -58473000.0    7172000.0   
Issuance Of Stock                             682000.0    3385000.0   
Net Income                                -190605000.0 -151601000.0   
Change In Cash                            -570870000.0 -553358000.0   
Repurchase Of Stock                       -158789000.0 -165800000.0   
Effect Of Exchange Rate                       629000.0   -3959000.0   
Total Cash From Operating Activities      -600947000.0 -312624000.0   
Depreciation                                35631000.0   35715000.0   
Other Cashflows From Investing Activities    7460000.0    2067000.0   
Dividends Paid                             -47942000.0  -48996000.0   
Change To Account Receivables             -251984000.0   35913000.0   
Other Cashflows From Financing Activities   -1512000.0   -5911000.0   
Change To Netincome                         49407000.0   -4850000.0   
Capital Expenditures                       -23751000.0  -15620000.0   

                                             2021-04-30   2021-01-31  
Change To Liabilities                      2.120270e+08  121208000.0  
Total Cashflows From Investing Activities  2.858900e+07  -50680000.0  
Net Borrowings                            -8.800000e+08  810000000.0  
Total Cash From Financing Activities      -9.659980e+08  763120000.0  
Change To Operating Activities             1.688400e+07  -55690000.0  
Issuance Of Stock                          1.000000e+03    1006000.0  
Net Income                                 9.492520e+08 -232994000.0  
Change In Cash                             6.015120e+08   74084000.0  
Repurchase Of Stock                       -3.813600e+07      -4000.0  
Effect Of Exchange Rate                    4.314000e+06    7584000.0  
Total Cash From Operating Activities       1.534607e+09 -645940000.0  
Depreciation                               3.968900e+07   39856000.0  
Other Cashflows From Investing Activities  1.497400e+07   -6854000.0  
Dividends Paid                            -4.718100e+07  -47689000.0  
Change To Account Receivables              2.873740e+08 -489891000.0  
Other Cashflows From Financing Activities -6.820000e+05    -193000.0  
Change To Netincome                        7.261100e+07  -20840000.0  
Capital Expenditures                      -4.796000e+06  -21412000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021    308227000 -232994000
2Q2021   2328180000  949252000
3Q2021    192624000 -151601000
4Q2021    158816000 -190605000]
['quarterly_financials',                                          2021-12-31   2021-09-30  \
Research Development                           None         None   
Effect Of Accounting Charges                   None         None   
Income Before Tax                      -298918000.0 -197318000.0   
Minority Interest                              None         None   
Net Income                             -190605000.0 -151601000.0   
Selling General Administrative          146793000.0  125864000.0   
Gross Profit                           -130507000.0  -48908000.0   
Ebit                                   -277300000.0 -174772000.0   
Operating Income                       -277300000.0 -174772000.0   
Other Operating Expenses                       None         None   
Interest Expense                        -23085000.0  -22830000.0   
Extraordinary Items                            None         None   
Non Recurring                                  None         None   
Other Items                                    None         None   
Income Tax Expense                     -109845000.0  -47373000.0   
Total Revenue                           158816000.0  192624000.0   
Total Operating Expenses                436116000.0  367396000.0   
Cost Of Revenue                         289323000.0  241532000.0   
Total Other Income Expense Net          -21618000.0  -22546000.0   
Discontinued Operations                  -1532000.0   -1656000.0   
Net Income From Continuing Ops         -189073000.0 -149945000.0   
Net Income Applicable To Common Shares -190815000.0 -151840000.0   

                                          2021-04-30   2021-01-31  
Research Development                            None         None  
Effect Of Accounting Charges                    None         None  
Income Before Tax                       1065221000.0 -283500000.0  
Minority Interest                               None         None  
Net Income                               949252000.0 -232994000.0  
Selling General Administrative           340900000.0  191488000.0  
Gross Profit                            1426452000.0  -72046000.0  
Ebit                                    1085552000.0 -263534000.0  
Operating Income                        1085552000.0 -263534000.0  
Other Operating Expenses                        None         None  
Interest Expense                         -23562000.0  -22333000.0  
Extraordinary Items                             None         None  
Non Recurring                                   None         None  
Other Items                                     None         None  
Income Tax Expense                       114254000.0  -51669000.0  
Total Revenue                           2328180000.0  308227000.0  
Total Operating Expenses                1242628000.0  571761000.0  
Cost Of Revenue                          901728000.0  380273000.0  
Total Other Income Expense Net           -20331000.0  -19966000.0  
Discontinued Operations                   -1715000.0   -1163000.0  
Net Income From Continuing Ops           950967000.0 -231831000.0  
Net Income Applicable To Common Shares   947431000.0 -233204000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  4993851    2021-12-30   
1                        iShares Core S&P Midcap ETF  4885128    2022-01-30   
2                      Vanguard Small-Cap Index Fund  4419687    2021-12-30   
3           Vanguard Fenway Funds-Equity Income Fund  3882113    2021-12-30   
4                        iShares Select Dividend ETF  3817819    2022-01-30   
5  Capitol Ser Tr-Fuller & Thaler Behavioral Smal...  3398675    2022-03-30   
6                Vanguard Small Cap Value Index Fund  2804040    2021-12-30   
7                Vanguard Extended Market Index Fund  2336271    2021-12-30   
8                          Royce Special Equity Fund  1540000    2021-12-30   
9             Fidelity Select Portfolios-IT Services  1519900    2022-02-27   

    % Out      Value  
0  0.0313  117655129  
1  0.0306  111674026  
2  0.0277  104127825  
3  0.0243   91462582  
4  0.0239   87275342  
5  0.0213   88501497  
6  0.0176   66063182  
7  0.0146   55042544  
8  0.0096   36282400  
9  0.0095   37708719  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85523868.75
Sector 1YMF: 17.739999771118164
1YMF: 17.739999771118164
risk trend factor: 0.7763675270964514
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.179219        0.717       93.916         0.02        0.0004  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  5.310769    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88365  Oil & Gas E&P  6310117888        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.17    2.983406   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                     2.178288       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121864000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
SM       1.89  419887008             3.446  1986428032   2896824064  19.444235  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	43.299999	35.804937	46.433175	57.061412	41.064762	5.410478	30.243807	51.885717

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SM	0.613435	43.299999	85523868.75	0.782398	0.889778	0.475064

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 63.929367331236 97.81975162654231
test cv mean error, stdev (10 folds): 70.16542781018352 100.48781635520929
sell date: 2022-06-19
expected return: 0.13118389304907963
discounted return: 0.06357129194477595
quarter return: 290.0866736776227

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237831403.90625
Sector 1YMF: 20.21000099182129
1YMF: 20.21000099182129
risk trend factor: 0.7690258370233172
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.588475        1.325       71.489         5.08        0.0742   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
DVN          3.625  6653000192        0.4454  6.462943   3098249984   

    grossMargins grossProfits heldPercentInstitutions       industry  \
DVN      0.58211   7414000000                 0.84985  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
DVN  39712198656        6144000000          0.29732      0.4991     0.35   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
DVN    4.274652                     2.658646       0.24027      1.188   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
DVN        0.13144         0.4031          0.74           22.47  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
DVN         660000000       1.41  2459000064             3.726  6744999936   

    totalRevenue trailingPE  
DVN  14936999936  11.295287  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	63.27	65.653	73.105238	80.557476	65.763333	6.439721	52.883892	78.642775

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DVN	1.026625	63.27	237831403.90625	0.774941	0.955415	0.547561

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 83.12660658892773 137.91142109736185
test cv mean error, stdev (10 folds): 90.96221672637152 142.28897168629175
sell date: 2022-09-18
expected return: 0.797646234364674
discounted return: 0.006326142840587856
quarter return: 1.786345557207148

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.86
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                  None
militaryContract                     False]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248152.734375
Sector 1YMF: 16.089935302734375
1YMF: 16.089935302734375
risk trend factor: 0.7290407776656204
Empty DataFrame
Columns: []
Index: [ROG]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	257.079987	254.024813	260.133967	266.243121	267.796825	6.249567	255.297691	280.295958

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ROG	0.994011	257.079987	3248152.734375	0.902528	0.707598	0.478685

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 850.4186272902851 1192.0450461734074
test cv mean error, stdev (10 folds): 929.9643875509277 1222.0743546869942
sell date: 2022-06-19
expected return: -0.0017051801509878077
discounted return: -0.0008529538406210069
quarter return: 0.9244972166894726

['options', ('2022-06-17',)]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26835210.15625
Sector 1YMF: 1.3999958038330078
1YMF: 1.3999958038330078
risk trend factor: 0.6666639418858753
Empty DataFrame
Columns: []
Index: [SJI]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	33.759998	33.569809	34.296825	35.023842	34.249841	0.377921	33.494	35.005683

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SJI	0.714807	33.759998	26835210.15625	0.908665	0.156179	0.415159

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 8.57891461718493 6.743172921267984
test cv mean error, stdev (10 folds): 9.098370749065896 6.859244780807526
sell date: 2022-09-18
expected return: 0.05609237205772791
discounted return: 0.0005870072213238764
quarter return: 1.055472801901096

['options', ('2022-07-15',)]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204947064.2578125
Sector 1YMF: 10.489994049072266
1YMF: 10.489994049072266
risk trend factor: 0.6626653718064264
         beta currentRatio debtToEquity dividendRate dividendYield  \
APA  4.125226        1.227      704.108          0.5         0.012   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
APA          4.324  4982000128       0.56569  4.022178   2424875008   

    grossMargins grossProfits heldPercentInstitutions       industry  \
APA      0.67015   5080000000                 0.86629  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
APA  13495457792        3716000000          0.40218      0.0339     0.17   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
APA                     1.532356       0.28023      0.882        0.17293   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
APA        4.69732         0.405          24.063  Energy         338232000   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
APA       0.82  234000000             0.692  5999000064   8807000064   

    trailingPE  
APA   5.931322  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	41.759998	40.031775	46.123016	52.214257	42.944286	3.29672	36.350846	49.537726

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
APA	0.960568	41.759998	204947064.257812	0.771011	0.332977	0.446771

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 36.85290742437288 39.68174022446753
test cv mean error, stdev (10 folds): 40.3098803558175 40.00809135666297
sell date: 2022-07-03
expected return: 0.288656410404112
discounted return: 0.01597628599654799
quarter return: 4.298219066376698

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2021-3                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.88
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               71
governanceScore                       7.96
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             38.81
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           82.83
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     21.98
governancePercentile                  None
militaryContract                     False]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141887166.2109375
Sector 1YMF: 21.600013732910156
1YMF: 21.600013732910156
risk trend factor: 0.6589388205393177
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MPC  1.75499        1.449       89.568         2.32        0.0252  8572000256   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MPC       0.06306  11.425641  18097874944      0.08778  10443000000   

    heldPercentInstitutions                        industry    marketCap  \
MPC                 0.79737  Oil & Gas Refining & Marketing  48213475328   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MPC        6418999808           0.0386      0.5472     0.35    2.026145   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.354712       0.07964      1.045        0.03693   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.12817         0.679         222.006  Energy         540995008   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.78  10597000192            19.588  28034000896  135922999296   

    trailingPE  
MPC   5.082117  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	91.980003	91.102268	102.463968	113.825668	92.242475	8.974023	74.29443	110.190521

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MPC	1.076525	91.980003	141887166.210938	0.745187	0.710335	0.51907

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 131.0795318352937 179.9759321483381
test cv mean error, stdev (10 folds): 136.70941679332753 187.83455254633932
sell date: 2022-08-28
expected return: 0.2450897103588813
discounted return: 0.003049189124186169
quarter return: 1.323260252034655

['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        5.87
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                     AVG_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                   None
militaryContract                      False]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51415267.1875
Sector 1YMF: 14.680000305175781
1YMF: 14.680000305175781
risk trend factor: 0.6220339514544181
         beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.54401        1.728       43.018          1.6        0.0278   

     earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
DINO              0  1260462976       0.05641  10.206038  -1079519232   

     grossMargins grossProfits heldPercentInstitutions  \
DINO       0.0784   1615735000                 0.62669   

                            industry    marketCap operatingCashflow  \
DINO  Oil & Gas Refining & Marketing  12826910720         805392000   

     operatingMargins payoutRatio pegRatio priceToBook  \
DINO          0.03909      0.1032     0.35    1.580395   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DINO                     0.574075       0.02551      0.791        0.03679   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DINO        0.09048         1.128         134.828  Energy         223232000   

     shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
DINO       3.27  592278016             2.653  3818710016  22343598080   

     trailingPE  
DINO  16.929876  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	47.77	43.583972	51.079524	58.575075	43.652222	6.256969	31.138285	56.166159

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DINO	1.003531	47.77	51415267.1875	0.742624	0.504978	0.561898

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 72.576460284287 85.73941116506437
test cv mean error, stdev (10 folds): 78.90488809801519 87.44049172644745
sell date: 2022-09-18
expected return: 0.4346881252397488
discounted return: 0.003888697258628948
quarter return: 1.4291306687260636

symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490913172.265625
Sector 1YMF: 6.459999084472656
1YMF: 6.459999084472656
risk trend factor: 0.6217515185815937
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.570326        1.103       36.547         0.32        0.0114   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MRO         13.833  3833999872       0.61789  5.767605   1898625024   

    grossMargins grossProfits heldPercentInstitutions       industry  \
MRO      0.78646   4355000000                 0.80251  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MRO  17387968512        3684000000          0.28316      0.0769     0.54   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MRO    1.549962                     2.802251       0.34698      1.051   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MRO        0.06065         0.1954         0.499           8.035  Energy   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
MRO         707691008       0.85  682000000             0.964  4153999872   

    totalRevenue trailingPE  
MRO   6205000192   8.825431  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	25.66	25.772469	29.609365	33.446261	26.939592	2.398748	22.142097	31.737087

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MRO	0.917749	25.66	490913172.265625	0.743138	0.862619	0.540113

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 12.255532988040612 17.95164962742751
test cv mean error, stdev (10 folds): 13.299976731493661 18.506446200693375
sell date: 2022-09-18
expected return: 0.304604780251799
discounted return: 0.002863232581788777
quarter return: 1.3008800580845001

['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.13
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                  None
militaryContract                     False]
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48834102.9296875
Sector 1YMF: 14.820003509521484
1YMF: 14.820003509521484
risk trend factor: 0.6159603081184883
          beta currentRatio debtToEquity dividendRate dividendYield  \
MTDR  3.830762        0.997       64.085          0.2         0.003   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MTDR          2.392  1377725952       0.67726  6.607179     33695376   

     grossMargins grossProfits heldPercentInstitutions       industry  \
MTDR      0.85318   1462239000                 0.94319  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MTDR  7609612288        1212914048          0.49636      0.0245     0.57   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MTDR    3.590058                     3.740739       0.35956      0.801   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MTDR        0.15195        0.40598         0.966          17.345  Energy   

     sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
MTDR         118125000       4.68  63001000             0.533  1497975040   

     totalRevenue trailingPE  
MTDR   2034253952  10.514118  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	56.040001	48.109737	59.192857	70.275978	55.063175	5.230673	44.601828	65.524522

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTDR	0.642698	56.040001	48834102.929688	0.809075	0.921632	0.464965

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 57.85716415916249 62.82249472903784
test cv mean error, stdev (10 folds): 63.3976024234568 63.27460239490576
sell date: 2022-09-18
expected return: 0.23860812589271907
discounted return: 0.002303598355273051
quarter return: 1.235761427899895

['options', ('2022-06-17', '2022-07-15', '2023-01-20')]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 12003625.0
Sector 1YMF: 14.429996490478516
1YMF: 14.429996490478516
risk trend factor: 0.6123746319405766
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  4.088889   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83063   

           industry   marketCap operatingCashflow operatingMargins  \
ROCC  Oil & Gas E&P  1051397696         390172992          0.23271   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
ROCC           0     0.14    3.345455                       1.4818   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
ROCC       0.06175      0.404        0.08139        0.19205         1.903   

     revenuePerShare  sector sharesOutstanding shortRatio totalCash  \
ROCC           39.08  Energy          21163400        2.3   6358000   

     totalCashPerShare  totalDebt totalRevenue trailingPE  
ROCC               0.3  525808992    709540992  21.113474  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	41.779999	31.141411	43.043286	54.945161	37.837937	5.399882	27.038173	48.637701

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ROCC	1.057805	41.779999	12003625.0	0.749947	0.601456	0.578912

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 101.39949811580854 132.16950523588272
test cv mean error, stdev (10 folds): 108.73062213924891 136.47145070932157
sell date: 2022-08-07
expected return: 0.2110879822667285
discounted return: 0.003762336641273789
quarter return: 1.4126755527677608

['options', ('2022-07-15', '2022-12-16')]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90493904.4921875
Sector 1YMF: 28.05999755859375
1YMF: 28.05999755859375
risk trend factor: 0.5600798086468606
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0306   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  10.321334   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80541  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  47975763968        6498999808           0.0341      0.6312     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO    2.549113                     0.381472       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216  18.924662  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	118.739998	117.280841	131.546349	145.811857	115.991905	14.921167	86.14957	145.83424

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VLO	1.276553	118.739998	90493904.492188	0.747957	0.703807	0.534876

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 270.7288036125925 325.1657047316831
test cv mean error, stdev (10 folds): 289.08789990695357 335.55683349127474
sell date: 2022-09-18
expected return: 0.3490525834545268
discounted return: 0.0032245701000064297
quarter return: 1.3447164509936733

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2715957.6171875
Sector 1YMF: 12.310012817382812
1YMF: 12.310012817382812
risk trend factor: 0.5525140705493028
Empty DataFrame
Columns: []
Index: [PSB]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	185.740005	185.754726	186.945397	188.136069	178.58127	10.681952	157.217366	199.945174

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PSB	2.625777	185.740005	2715957.617188	0.949237	0.808632	0.476969

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 260.5063229360087 223.517550956187
test cv mean error, stdev (10 folds): 282.3883555495087 222.91040415313898
sell date: 2022-07-24
expected return: 0.02953459929905512
discounted return: 0.000786981258402708
quarter return: 1.0750571264961832

symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11253325.390625
Sector 1YMF: 14.15999984741211
1YMF: 14.15999984741211
risk trend factor: 0.4785399779962
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
CIVI  1.69646        0.505       11.399         1.85        0.0222  910931008   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CIVI       0.54408  5.807773    855249152      0.79951    731177000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
CIVI                 1.04378  Oil & Gas E&P  7110930432         764176000   

     operatingMargins payoutRatio pegRatio priceToBook  \
CIVI          0.26443      0.2792      0.4    1.532868   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CIVI                     4.247195       0.16167      0.477        0.06714   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
CIVI        0.09524        10.028          31.498  Energy          84967504   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
CIVI       6.57  154348992             1.817  528631008   1674264960   

     trailingPE  
CIVI  16.671316  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	66.389999	60.798991	74.142698	87.486406	65.525238	7.696477	50.132283	80.918193

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CIVI	1.620286	66.389999	11253325.390625	0.740317	0.000353	0.475979

ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 51.55359316545473 47.00561058314788
test cv mean error, stdev (10 folds): 55.55115663379006 47.4836507101994
sell date: 2022-09-18
expected return: 0.25538920657316877
discounted return: 0.002448645189316645
quarter return: 1.2523227125875087

['options', ('2022-07-15', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24747816.40625
Sector 1YMF: 2.736675262451172
1YMF: 2.736675262451172
risk trend factor: 0.37904083099097574
         beta currentRatio debtToEquity dividendRate dividendYield  \
WRB  0.741517        0.453       44.413         0.35        0.0049   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
WRB          1.585  1969144064       0.19279  15.017057   2491864832   

    grossMargins grossProfits heldPercentInstitutions  \
WRB      0.44661   4029355000                 0.69611   

                          industry    marketCap operatingCashflow  \
WRB  Insurance—Property & Casualty  18677542912        2350679040   

    operatingMargins payoutRatio pegRatio priceToBook  \
WRB          0.18096        0.07     1.94    2.720776   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
WRB                     1.828621       0.13546      0.278        0.03724   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
WRB        0.20909         0.352           36.85  Financial Services   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
WRB         265192992       1.22  3303750912            12.458  3059073024   

    totalRevenue trailingPE  
WRB  10214005760  14.222536  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	66.300003	65.216512	68.971905	72.727298	67.901429	1.790878	64.319673	71.483184

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
WRB	1.151774	66.300003	24747816.40625	0.831215	0.938034	0.452933

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -73.55999755859375
Sector Volume Factor: 1.2176833027526361
Sector Risk Trend Factor: -3.976216084248311
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 30.198218960642738 55.956222246869544
test cv mean error, stdev (10 folds): 32.81659318427742 58.0413126000435
sell date: 2022-09-18
expected return: 0.06968434856517591
discounted return: 0.0007246022212197278
quarter return: 1.068909814139557

['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.83
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            12.16
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.95
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 31.22
peerGroup              Insurance
smallArms                  False
environmentScore            1.95
governancePercentile        None
militaryContract           False]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24816581.0546875
Sector 1YMF: 9.250007629394531
1YMF: 9.250007629394531
risk trend factor: 0.3476139578063814
          beta currentRatio debtToEquity dividendRate dividendYield  \
PDCE  2.747277        0.575       34.654          1.4        0.0164   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PDCE  1255468032       0.45227  4.092647    598676224      0.89205   

     grossProfits heldPercentInstitutions       industry   marketCap  \
PDCE   2111095000                 0.97868  Oil & Gas E&P  8288278016   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PDCE        1683784960          0.21746      0.1225     0.17    2.888328   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PDCE                     2.985751        0.1799      0.555        0.06877   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PDCE        0.18662         0.877          28.416  Energy          99272704   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
PDCE       6.72  171156992             1.794  958110016   2775943936   

     trailingPE  
PDCE  16.581926  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	72.650002	63.339915	77.245238	91.150561	73.864444	5.654845	62.554753	85.174135

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PDCE	1.200705	72.650002	24816581.054688	0.789239	0.542285	0.491711

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 72.43226004354307 70.42731668177287
test cv mean error, stdev (10 folds): 73.99424076218664 73.68292785077412
sell date: 2022-09-18
expected return: 0.3062429711575351
discounted return: 0.002876764978065882
quarter return: 1.3024959962913203

['options', ('2022-07-15', '2022-12-16')]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60309967.578125
Sector 1YMF: 12.949966430664062
1YMF: 12.949966430664062
risk trend factor: 0.30484852653737765
          beta currentRatio debtToEquity dividendRate dividendYield  \
FANG  2.181941         0.72       42.218          2.8        0.0209   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
FANG          2.278  5041999872       0.65762  5.376768    953625024   

     grossMargins grossProfits heldPercentInstitutions       industry  \
FANG      0.86683   5577000000                 0.91744  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
FANG  22026260480        4572000256          0.48611      0.1272     0.35   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
FANG    1.747781                     2.872866       0.35751      0.656   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
FANG        0.10278        0.22396         1.034          42.596  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
FANG         175592000       2.63  149000000             0.839  5848000000   

     totalRevenue trailingPE  
FANG   7666999808   8.273861  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	133.679993	126.158293	146.608572	167.058851	139.299841	9.296925	120.705991	157.893691

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
FANG	1.031604	133.679993	60309967.578125	0.793954	0.668762	0.470333

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 457.4652274706103 453.0765976406002
test cv mean error, stdev (10 folds): 492.34353754116444 460.8957296259948
sell date: 2022-09-18
expected return: 0.31657770133492685
discounted return: 0.0029617506689827433
quarter return: 1.312689841319238

['options', ('2022-06-17', '2023-01-20', '2024-01-19')]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4412490.234375
Sector 1YMF: 5.340003967285156
1YMF: 5.340003967285156
risk trend factor: 0.303581737515056
          beta currentRatio debtToEquity dividendRate dividendYield  \
MANT  0.737745        1.584       23.665         1.64          0.02   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MANT          -0.07  264191008       0.10344  25.047745     89507376   

     grossMargins grossProfits heldPercentInstitutions              industry  \
MANT      0.14856    379411000                 0.71066  Software—Application   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MANT  3867116288         212171008          0.07374      0.4669     4.97   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MANT    2.299301                     1.514167       0.05365      1.462   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare      sector  \
MANT         0.0485        0.08419        -0.007           62.85  Technology   

     sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
MANT          39355500       2.93  53374000             1.308  396480000   

     totalRevenue trailingPE  
MANT   2553956096  28.230194  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	94.690002	94.152858	94.93635	95.719841	88.07254	5.500129	77.072281	99.072798

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MANT	2.896006	94.690002	4412490.234375	0.831136	0.565273	0.363266

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -374.97998046875
Sector Volume Factor: 1.137256537526499
Sector Risk Trend Factor: -4.4188079801718425
Index 1YMF: -79.04000854492188
Index Volume Factor: 1.243664249470528
Index Risk Trend Factor: -4.590013818867828

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 58.17583490436807 23.523585497775894
test cv mean error, stdev (10 folds): 55.63890437961787 23.192637782737986
sell date: 2022-08-21
expected return: 0.10862475555817906
discounted return: 0.0015877250755631511
quarter return: 1.1571439643699222

['options', ('2022-08-19',)]
symbol: FCN
sector: Industrials
Index: SP400
vol_30d_2yr: 6861602.34375
Sector 1YMF: 5.3899993896484375
1YMF: 5.3899993896484375
risk trend factor: 0.2867020486544266
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
FCN  0.449509        2.395       36.191         -0.098  347764992   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
FCN        0.1236  22.009373    171587632      0.31042    860715000   

    heldPercentInstitutions             industry   marketCap  \
FCN                 1.07223  Consulting Services  5637372416   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
FCN         318288992           0.1075           0     3.02    3.541487   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
FCN                      2.00364       0.08167      2.147        0.06601   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
FCN        0.15126         0.054          83.929  Industrials   

    sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
FCN          34288500        6.4  271143008             7.866  587020992   

    totalRevenue trailingPE  
FCN   2813564928  23.000841  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	162.949997	159.096915	165.289047	171.48118	162.142381	5.101274	151.939833	172.344928

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
FCN	0.661624	162.949997	6861602.34375	0.874839	0.916688	0.405187

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.6699981689453
Sector Volume Factor: 0.8731518814579678
Sector Risk Trend Factor: -4.0477142333984375
Index 1YMF: -70.88999938964844
Index Volume Factor: 0.5662453634524328
Index Risk Trend Factor: -4.411325496943257

ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 118.0983398047112 50.90102071587315
test cv mean error, stdev (10 folds): 116.6189746761398 53.05092522378669
sell date: 2022-09-18
expected return: 0.05665658999513497
discounted return: 0.0005927537047132336
quarter return: 1.0560306239304988

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets          2.964700e+07  3.199000e+07  3.450400e+07   
Total Liab                 1.327273e+09  1.517588e+09  1.462621e+09   
Total Stockholder Equity   1.622018e+09  1.583321e+09  1.544303e+09   
Deferred Long Term Liab    7.000000e+05  9.000000e+05  1.000000e+06   
Other Current Liab         4.011300e+07  9.977400e+07  3.627900e+07   
Total Assets               2.949291e+09  3.100909e+09  3.006924e+09   
Common Stock               3.450000e+05  3.430000e+05  3.430000e+05   
Retained Earnings          1.756704e+09  1.698156e+09  1.659947e+09   
Other Liab                 2.630210e+08  2.662880e+08  2.652540e+08   
Good Will                  1.243972e+09  1.232791e+09  1.234023e+09   
Treasury Stock            -1.350310e+08 -1.288400e+08 -1.244770e+08   
Other Assets               1.063720e+08  1.079430e+08  1.120850e+08   
Cash                       2.711430e+08  4.944850e+08  3.425270e+08   
Total Current Liabilities  5.099300e+08  7.181160e+08  6.456220e+08   
Other Stockholder Equity  -1.350310e+08 -1.288400e+08 -1.244770e+08   
Property Plant Equipment   3.479090e+08  3.581580e+08  3.578180e+08   
Total Current Assets       1.221391e+09  1.370027e+09  1.268494e+09   
Net Tangible Assets        3.483990e+08  3.185400e+08  2.757760e+08   
Net Receivables            8.532330e+08  7.916280e+08  8.427010e+08   
Long Term Debt             3.289360e+08  2.971580e+08  3.193550e+08   
Accounts Payable           1.406570e+08  1.618700e+07  1.248700e+08   
Capital Surplus                     NaN  1.366200e+07  8.490000e+06   
Other Current Assets                NaN  3.116300e+07           NaN   

                             2021-06-30  
Intangible Assets          3.765300e+07  
Total Liab                 1.449217e+09  
Total Stockholder Equity   1.489210e+09  
Deferred Long Term Liab    1.100000e+06  
Other Current Liab         3.694400e+07  
Total Assets               2.938427e+09  
Common Stock               3.430000e+05  
Retained Earnings          1.590467e+09  
Other Liab                 2.649410e+08  
Good Will                  1.240057e+09  
Treasury Stock            -1.058700e+08  
Other Assets               1.061600e+08  
Cash                       2.568750e+08  
Total Current Liabilities  5.625620e+08  
Other Stockholder Equity  -1.058700e+08  
Property Plant Equipment   3.410950e+08  
Total Current Assets       1.213462e+09  
Net Tangible Assets        2.115000e+08  
Net Receivables            8.782140e+08  
Long Term Debt             3.915810e+08  
Accounts Payable           1.215220e+08  
Capital Surplus            4.270000e+06  
Other Current Assets                NaN  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                       -2628000.0   30029000.0   
Total Cashflows From Investing Activities  -19305000.0  -16819000.0   
Net Borrowings                              15000000.0  -25000000.0   
Total Cash From Financing Activities         4161000.0  -26696000.0   
Change To Operating Activities            -219044000.0   62706000.0   
Net Income                                  59321000.0   38208000.0   
Change In Cash                            -223342000.0  151958000.0   
Repurchase Of Stock                        -10014000.0    -969000.0   
Effect Of Exchange Rate                     -4420000.0   -4090000.0   
Total Cash From Operating Activities      -203778000.0  199563000.0   
Depreciation                                11175000.0   10946000.0   
Change To Account Receivables              -66471000.0   54270000.0   
Other Cashflows From Financing Activities    -825000.0    -727000.0   
Change To Netincome                         12226000.0    7756000.0   
Capital Expenditures                       -12607000.0  -16224000.0   

                                            2021-09-30   2021-06-30  
Change To Liabilities                       -9447000.0  -11441000.0  
Total Cashflows From Investing Activities  -24745000.0  -29553000.0  
Net Borrowings                             -75000000.0  -70000000.0  
Total Cash From Financing Activities       -74476000.0  -76918000.0  
Change To Operating Activities              80715000.0   95868000.0  
Net Income                                  69480000.0   62782000.0  
Change In Cash                              85652000.0   23454000.0  
Repurchase Of Stock                          -802000.0    -677000.0  
Effect Of Exchange Rate                    -12073000.0    4367000.0  
Total Cash From Operating Activities       196946000.0  125558000.0  
Depreciation                                11726000.0   11458000.0  
Change To Account Receivables               23294000.0  -45442000.0  
Other Cashflows From Financing Activities    1326000.0   -6241000.0  
Change To Netincome                          6982000.0   12123000.0  
Capital Expenditures                       -24745000.0  -19720000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   711486000  62782000
3Q2021   702228000  69480000
4Q2021   676231000  38208000
1Q2022   723620000  59321000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        76288000.0   46795000.0   88635000.0   
Minority Interest                              None         None         None   
Net Income                               59321000.0   38208000.0   69480000.0   
Selling General Administrative          148971000.0  140141000.0  138484000.0   
Gross Profit                            230516000.0  192105000.0  229993000.0   
Ebit                                     79277000.0   49656000.0   88649000.0   
Operating Income                         79277000.0   49656000.0   88649000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -2642000.0   -6934000.0   -5073000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       16967000.0    8587000.0   19155000.0   
Total Revenue                           723620000.0  676231000.0  702228000.0   
Total Operating Expenses                644343000.0  626575000.0  613579000.0   
Cost Of Revenue                         493104000.0  484126000.0  472235000.0   
Total Other Income Expense Net           -2989000.0   -2861000.0     -14000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           59321000.0   38208000.0   69480000.0   
Net Income Applicable To Common Shares   59321000.0   38208000.0   69480000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        77774000.0  
Minority Interest                              None  
Net Income                               62782000.0  
Selling General Administrative          133254000.0  
Gross Profit                            220764000.0  
Ebit                                     84656000.0  
Operating Income                         84656000.0  
Other Operating Expenses                       None  
Interest Expense                         -5294000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       14992000.0  
Total Revenue                           711486000.0  
Total Operating Expenses                626830000.0  
Cost Of Revenue                         490722000.0  
Total Other Income Expense Net           -6882000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           62782000.0  
Net Income Applicable To Common Shares   62782000.0  ]
['mutualfund_holders',                                               Holder  Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  973831    2021-12-30   
1                        iShares Core S&P Midcap ETF  950045    2022-01-30   
2                      Vanguard Small-Cap Index Fund  863686    2021-12-30   
3                    Neuberger & Berman Genesis Fund  844353    2022-02-27   
4      Virtus Equity Tr-Virtus KAR Small Cap Core Fd  765194    2021-12-30   
5  Capitol Ser Tr-Fuller & Thaler Behavioral Smal...  696283    2022-03-30   
6                          Fundamental Investors Inc  579234    2021-12-30   
7                Vanguard Small Cap Value Index Fund  547463    2021-12-30   
8                Vanguard Extended Market Index Fund  455393    2021-12-30   
9                                Smallcap World Fund  390600    2021-12-30   

    % Out      Value  
0  0.0283  149405152  
1  0.0276  138526061  
2  0.0251  132506706  
3  0.0245  123275538  
4  0.0222  117396063  
5  0.0202  109469613  
6  0.0168   88866080  
7  0.0159   83991773  
8  0.0132   69866394  
9  0.0113   59925852  ]
['options', ('2022-06-17',)]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 499589648.4375
Sector 1YMF: 5.500003814697266
1YMF: 5.500003814697266
risk trend factor: 0.244335997011962
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0086   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  6.822384   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82197  Oil & Gas E&P  52557672448   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.24    3.470297   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.811584       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   8.383914  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	56.810001	58.485433	66.067619	73.649805	61.391111	4.682746	52.025619	70.756603

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
OXY	1.143644	56.810001	499589648.4375	0.737027	0.695678	0.543336

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 57.70265041885063 48.314589303389745
test cv mean error, stdev (10 folds): 59.40587885682551 50.35691248755781
sell date: 2022-06-19
expected return: 0.07687864809426415
discounted return: 0.03772763675940727
quarter return: 30.176664717766005

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.674900e+10  1.669200e+10  1.663800e+10   
Total Liab                        5.470900e+10  5.688500e+10  6.169300e+10   
Total Stockholder Equity          1.056500e+10  9.111000e+09  8.482000e+09   
Other Current Liab                6.930000e+08  1.037000e+09  1.120000e+09   
Total Assets                      7.503600e+10  7.575800e+10  7.993700e+10   
Common Stock                      2.170000e+08  2.170000e+08  2.170000e+08   
Other Current Assets              1.288000e+09  2.590000e+09  3.150000e+09   
Retained Earnings                 4.480000e+09  3.152000e+09  2.533000e+09   
Other Liab                        1.593300e+10  1.583900e+10  1.546200e+10   
Treasury Stock                   -1.088100e+10 -1.095000e+10 -1.090600e+10   
Other Assets                      1.231000e+09  1.145000e+09  1.138000e+09   
Cash                              2.764000e+09  2.059000e+09  4.569000e+09   
Total Current Liabilities         8.324000e+09  9.126000e+09  9.586000e+09   
Deferred Long Term Asset Charges  3.700000e+07           NaN           NaN   
Short Long Term Debt              4.160000e+08  1.040000e+09  1.424000e+09   
Other Stockholder Equity         -2.080000e+08 -2.820000e+08 -2.380000e+08   
Property Plant Equipment          6.065600e+10  6.144800e+10  6.270600e+10   
Total Current Assets              1.021100e+10  9.899000e+09  1.284400e+10   
Long Term Investments             2.938000e+09  3.266000e+09  3.249000e+09   
Net Tangible Assets               1.056500e+10  9.111000e+09  8.482000e+09   
Net Receivables                   4.313000e+09  3.477000e+09  3.288000e+09   
Long Term Debt                    2.936300e+10  3.099700e+10  3.573000e+10   
Inventory                         1.846000e+09  1.773000e+09  1.837000e+09   
Accounts Payable                  3.899000e+09  3.713000e+09  3.544000e+09   

                                    2021-03-31  
Capital Surplus                   1.658500e+10  
Total Liab                        6.105500e+10  
Total Stockholder Equity          8.538000e+09  
Other Current Liab                1.074000e+09  
Total Assets                      7.935500e+10  
Common Stock                      2.170000e+08  
Other Current Assets              2.585000e+09  
Retained Earnings                 2.639000e+09  
Other Liab                        1.572600e+10  
Treasury Stock                   -1.090300e+10  
Other Assets                      1.089000e+09  
Cash                              2.270000e+09  
Total Current Liabilities         8.631000e+09  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt              1.208000e+09  
Other Stockholder Equity         -2.350000e+08  
Property Plant Equipment          6.502200e+10  
Total Current Assets              1.007400e+10  
Long Term Investments             3.170000e+09  
Net Tangible Assets               8.538000e+09  
Net Receivables                   3.046000e+09  
Long Term Debt                    3.574000e+10  
Inventory                         2.173000e+09  
Accounts Payable                  3.416000e+09  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.270000e+08 -4.970000e+08   
Change To Liabilities                      2.720000e+08  1.180000e+08   
Total Cashflows From Investing Activities -5.100000e+07 -1.660000e+08   
Net Borrowings                            -2.279000e+09 -4.381000e+09   
Total Cash From Financing Activities      -2.532000e+09 -5.424000e+09   
Change To Operating Activities             5.300000e+07 -6.700000e+07   
Issuance Of Stock                          7.000000e+06  1.300000e+07   
Net Income                                 1.537000e+09  8.280000e+08   
Change In Cash                             5.090000e+08 -2.472000e+09   
Repurchase Of Stock                       -8.000000e+06 -8.000000e+06   
Total Cash From Operating Activities       3.092000e+09  3.118000e+09   
Depreciation                               2.097000e+09  1.933000e+09   
Other Cashflows From Investing Activities  1.490000e+08 -9.000000e+06   
Dividends Paid                            -2.090000e+08 -2.100000e+08   
Change To Inventory                       -1.780000e+08  3.400000e+07   
Change To Account Receivables             -7.200000e+08 -1.870000e+08   
Other Cashflows From Financing Activities -4.300000e+07 -8.460000e+08   
Change To Netincome                        9.400000e+07  4.140000e+08   
Capital Expenditures                      -9.370000e+08 -6.560000e+08   

                                             2021-06-30    2021-03-31  
Investments                               -1.000000e+07  4.860000e+08  
Change To Liabilities                      5.170000e+08 -4.200000e+07  
Total Cashflows From Investing Activities -7.540000e+08 -2.820000e+08  
Net Borrowings                            -4.381000e+09 -1.740000e+08  
Total Cash From Financing Activities      -2.620000e+08 -3.540000e+08  
Change To Operating Activities            -2.300000e+07 -8.200000e+07  
Issuance Of Stock                          8.000000e+06  6.000000e+06  
Net Income                                 1.030000e+08 -1.460000e+08  
Change In Cash                             2.298000e+09  2.740000e+08  
Repurchase Of Stock                       -8.000000e+06 -3.000000e+06  
Total Cash From Operating Activities       3.314000e+09  9.100000e+08  
Depreciation                               2.392000e+09  2.329000e+09  
Other Cashflows From Investing Activities -3.800000e+07 -8.400000e+07  
Dividends Paid                            -2.100000e+08 -2.110000e+08  
Change To Inventory                        3.690000e+08 -3.110000e+08  
Change To Account Receivables             -2.420000e+08 -9.370000e+08  
Other Cashflows From Financing Activities -2.700000e+08  2.800000e+07  
Change To Netincome                        2.050000e+08  7.400000e+07  
Capital Expenditures                      -6.980000e+08 -5.790000e+08  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   5293000000  -146000000
2Q2021   5958000000   103000000
3Q2021   6792000000   828000000
4Q2021   7913000000  1537000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2030000000.0  1217000000.0   
Minority Interest                               None          None   
Net Income                              1537000000.0   828000000.0   
Selling General Administrative           280000000.0   240000000.0   
Gross Profit                            5258000000.0  4284000000.0   
Ebit                                    2209000000.0  1535000000.0   
Operating Income                        2209000000.0  1535000000.0   
Other Operating Expenses                 565000000.0   545000000.0   
Interest Expense                        -413000000.0  -475000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       469000000.0   387000000.0   
Total Revenue                           7913000000.0  6792000000.0   
Total Operating Expenses                5704000000.0  5257000000.0   
Cost Of Revenue                         2655000000.0  2508000000.0   
Total Other Income Expense Net          -179000000.0  -318000000.0   
Discontinued Operations                  -24000000.0    -2000000.0   
Net Income From Continuing Ops          1561000000.0   830000000.0   
Net Income Applicable To Common Shares  1328000000.0   623000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        143000000.0   315000000.0  
Minority Interest                               None          None  
Net Income                               103000000.0  -146000000.0  
Selling General Administrative           177000000.0   166000000.0  
Gross Profit                            3719000000.0  3036000000.0  
Ebit                                     572000000.0    45000000.0  
Operating Income                         572000000.0    45000000.0  
Other Operating Expenses                 492000000.0   468000000.0  
Interest Expense                        -608000000.0     4000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        43000000.0    16000000.0  
Total Revenue                           5958000000.0  5293000000.0  
Total Operating Expenses                5386000000.0  5248000000.0  
Cost Of Revenue                         2239000000.0  2257000000.0  
Total Other Income Expense Net          -429000000.0   270000000.0  
Discontinued Operations                    3000000.0  -445000000.0  
Net Income From Continuing Ops           100000000.0   299000000.0  
Net Income Applicable To Common Shares   -93000000.0  -346000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                  Dodge & Cox Stock Fund  68378526    2021-12-30  0.0730   
1   Select Sector SPDR Fund-Energy Select  26092792    2022-01-30  0.0278   
2  Vanguard Total Stock Market Index Fund  25205043    2021-12-30  0.0269   
3             Vanguard Mid-Cap Index Fund  20063349    2021-12-30  0.0214   
4                 Vanguard 500 Index Fund  18790382    2021-12-30  0.0200   
5                  SPDR S&P 500 ETF Trust   9409120    2022-01-30  0.0100   
6                 Fidelity 500 Index Fund   9086470    2022-02-27  0.0097   
7               Dodge & Cox Balanced Fund   8150914    2021-12-30  0.0087   
8                iShares Core S&P 500 ETF   7379729    2022-01-30  0.0079   
9           Dodge & Cox Global Stock Fund   7285763    2021-12-30  0.0078   

        Value  
0  1982293468  
1   982915474  
2   730694196  
3   581636487  
4   544733174  
5   354441550  
6   397351333  
7   236294996  
8   277994391  
9   211214269  ]
['options', ('2022-06-17', '2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97161242.3828125
Sector 1YMF: 10.389991760253906
1YMF: 10.389991760253906
risk trend factor: 0.2417401337540328
         beta currentRatio debtToEquity dividendRate dividendYield  \
EOG  1.658348        1.354       24.707            3        0.0251   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
EOG         -0.422  9639999488       0.42867  7.645493   3687624960   

    grossMargins grossProfits heldPercentInstitutions       industry  \
EOG      0.67685  13034000000                 0.89128  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
EOG  68469616640        7749000192          0.25347       0.265     0.57   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
EOG    3.178433                     3.044718       0.19464      1.153   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
EOG        0.09594        0.20694         0.667          38.672  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
EOG         585713024       1.67  4008999936             6.845  5321999872   

    totalRevenue trailingPE  
EOG  22488000512  15.597012  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-16	119.559998	118.328371	134.179842	150.031312	125.279683	8.564534	108.150615	142.408751

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EOG	0.870698	119.559998	97161242.382812	0.75653	0.682764	0.481992

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: 14.330001831054688
Sector Volume Factor: 0.8279694389405757
Sector Risk Trend Factor: 0.4625564970394849
Index 1YMF: -285.47003173828125
Index Volume Factor: 1.1872171829536644
Index Risk Trend Factor: -3.322122130654123

ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 288.97414681128515 278.7251158990426
test cv mean error, stdev (10 folds): 315.81934829270745 278.44056096026753
sell date: 2022-06-19
expected return: 0.14157883351619116
discounted return: 0.06844692592388091
quarter return: 441.8468431168764

['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.13
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.73
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.25
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.37
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     20.39
governancePercentile                  None
militaryContract                     False]

11

	exp_return	sell_date	days_delta	disc_rtn	qtr_rtn	outer_cv_avg_rmse_n11	outer_cv_std_n11	mean_revert_flag	pi_lower	pi_upper	price	Sector	Index	error_price_ratio	std_price_ratio
SYMBOL
EOG	0.141579	2022-06-19	2	0.068447	441.846843	315.819348	278.440561	False	121.516792	153.301822	119.559998	Energy	SP500	2.641514	2.328877
SM	0.131184	2022-06-19	2	0.063571	290.086674	70.165428	100.487816	False	37.762882	63.529739	43.299999	Energy	SP600	1.620449	2.320735
OXY	0.076879	2022-06-19	2	0.037728	30.176665	59.405879	50.356912	False	52.044768	71.912776	56.810001	Energy	SP500	1.045694	0.886409
VPU	0.059522	2022-06-19	2	0.029331	14.291163	71.541391	82.397565	False	143.086993	160.016037	142.639999	error	nan	0.501552	0.577661
APA	0.288656	2022-07-03	16	0.015976	4.298219	40.309880	40.008091	False	32.545878	90.966357	41.759998	Energy	SP500	0.965275	0.958048
VNQ	0.029627	2022-06-19	2	0.014705	3.830658	78.547234	111.393240	False	84.632692	95.202118	87.040001	error	nan	0.902427	1.279794
TWI	0.165619	2022-07-10	23	0.006685	1.845980	5.008942	7.645662	False	12.491773	35.419422	18.080000	Industrials	SP600	0.277043	0.422880
DVN	0.797646	2022-09-18	93	0.006326	1.786346	90.962217	142.288972	False	57.867891	244.143153	63.270000	Energy	SP500	1.437683	2.248917
CEIX	0.542912	2022-09-04	79	0.005505	1.657044	36.976315	64.101812	False	35.518675	166.663824	49.060001	Energy	SP600	0.753696	1.306600
VAW	0.111932	2022-07-10	23	0.004624	1.528666	223.676442	128.658147	False	159.616297	205.173411	162.750000	error	nan	1.374356	0.790526
PBF	0.447097	2022-09-18	93	0.003982	1.441358	22.973989	16.371710	False	14.862362	173.489926	35.090000	Energy	SP600	0.654716	0.466563
DINO	0.434688	2022-09-18	93	0.003889	1.429131	78.904888	87.440492	False	37.537331	115.212760	47.770000	Energy	SP400	1.651767	1.830448
ROCC	0.211088	2022-08-07	51	0.003762	1.412676	108.730622	136.471451	False	23.443799	109.209458	41.779999	Energy	SP600	2.602456	3.266430
VLO	0.349053	2022-09-18	93	0.003225	1.344716	289.087900	335.556833	False	104.626759	249.813810	118.739998	Energy	SP500	2.434629	2.825980
MPC	0.245090	2022-08-28	72	0.003049	1.323260	136.709417	187.834553	False	72.253480	181.522038	91.980003	Energy	SP500	1.486295	2.042124
FANG	0.316578	2022-09-18	93	0.002962	1.312690	492.343538	460.895730	False	91.740028	337.650152	133.679993	Energy	SP500	3.683001	3.447754
PDCE	0.306243	2022-09-18	93	0.002877	1.302496	73.994241	73.682928	False	45.024553	200.018322	72.650002	Energy	SP400	1.018503	1.014218
MRO	0.304605	2022-09-18	93	0.002863	1.300880	13.299977	18.506446	False	18.488727	60.612781	25.660000	Energy	SP500	0.518316	0.721218
CIVI	0.255389	2022-09-18	93	0.002449	1.252323	55.551157	47.483651	True	24.859401	247.102450	66.389999	Energy	SP600	0.836740	0.715223
MTDR	0.238608	2022-09-18	93	0.002304	1.235761	63.397602	63.274602	False	27.496729	185.140496	56.040001	Energy	SP400	1.131292	1.129097
COP	0.235316	2022-09-18	93	0.002275	1.232512	156.833645	171.940405	False	81.745620	195.821706	102.419998	Energy	SP500	1.531280	1.678778
XOM	0.235314	2022-09-18	93	0.002275	1.232510	107.209896	108.086788	False	72.394649	176.711267	91.389999	error	SP500	1.173103	1.182698
VDE	0.197866	2022-09-18	93	0.001943	1.195542	169.900524	209.404663	False	73.946885	233.459012	108.400002	error	nan	1.567348	1.931777
SAFM	0.044792	2022-07-10	23	0.001907	1.191569	369.681274	464.195931	False	180.293713	258.647470	206.449997	Consumer Defensive	SP400	1.790658	2.248467
TVTY	0.084894	2022-08-07	51	0.001599	1.158340	25.778478	20.934352	False	16.544910	72.611816	32.099998	error	SP600	0.803068	0.652161
MANT	0.108625	2022-08-21	65	0.001588	1.157144	55.638904	23.192638	False	79.976090	134.688117	94.690002	Technology	SP600	0.587590	0.244932
SLY	0.094354	2022-08-14	58	0.001556	1.153752	90.260061	85.753540	False	69.596976	106.321984	77.500000	error	nan	1.164646	1.106497
HRB	0.079225	2022-08-07	51	0.001496	1.147444	8.085383	7.484584	False	26.112564	48.056801	33.270000	Consumer Cyclical	SP400	0.243023	0.224965
VGT	0.126872	2022-09-11	86	0.001390	1.136302	1169.731104	948.670468	False	285.084881	448.524379	315.970001	error	nan	3.702032	3.002407
VCR	0.051526	2022-07-24	37	0.001359	1.133067	1040.942703	976.656401	False	195.540659	280.543129	222.740005	error	nan	4.673353	4.384737
SPY	0.097791	2022-08-28	72	0.001297	1.126614	947.397920	708.279136	False	340.690065	475.535895	366.649994	error	nan	2.583930	1.931758
MDYG	0.127863	2022-09-18	93	0.001295	1.126405	48.333390	50.858172	False	52.859630	84.681965	59.320000	error	nan	0.814791	0.857353
VDC	0.047684	2022-07-24	37	0.001260	1.122800	92.143281	62.576579	False	170.709909	205.580996	177.660004	error	nan	0.518650	0.352227
VIS	0.090233	2022-08-28	72	0.001201	1.116713	303.788318	344.121097	False	141.615588	214.275516	159.779999	error	nan	1.901291	2.153718
ACC	0.031424	2022-07-17	30	0.001032	1.099532	18.103170	12.465199	False	53.237451	82.105750	64.099998	error	SP400	0.282421	0.194465
VFH	0.068908	2022-08-28	72	0.000926	1.088878	63.924861	59.077539	False	64.217155	99.925274	75.419998	error	nan	0.847585	0.783314
LNTH	0.083867	2022-09-18	93	0.000866	1.082929	42.472504	63.013816	False	36.358796	114.540813	59.540001	Healthcare	SP600	0.713344	1.058344
SPTM	0.061167	2022-08-28	72	0.000825	1.078813	15.153049	12.087009	False	40.503185	57.467334	45.189999	error	nan	0.335319	0.267471
VOX	0.071841	2022-09-11	86	0.000807	1.077042	100.466033	86.716344	False	79.084309	121.329914	91.389999	error	nan	1.099311	0.948860
PSB	0.029535	2022-07-24	37	0.000787	1.075057	282.388356	222.910404	False	163.645776	223.453932	185.740005	error	SP400	1.520342	1.200121
MCK	0.063656	2022-09-04	79	0.000781	1.074513	495.938191	653.706939	False	253.191313	412.166835	304.019989	Healthcare	SP500	1.631268	2.150210
WRB	0.069684	2022-09-18	93	0.000725	1.068910	32.816593	58.041313	False	54.170086	92.849346	66.300003	Financial Services	SP500	0.494971	0.875435
VHT	0.049295	2022-08-28	72	0.000669	1.063415	277.286458	237.038093	False	193.003686	274.985734	219.509995	error	nan	1.263207	1.079851
Y	0.032590	2022-08-07	51	0.000629	1.059558	6730.508644	10164.918845	False	698.882771	1052.228092	830.479980	Financial Services	SP400	8.104360	12.239812
FCN	0.056657	2022-09-18	93	0.000593	1.056031	116.618975	53.050925	False	131.017645	226.334667	162.949997	Industrials	SP400	0.715673	0.325566
SJI	0.056092	2022-09-18	93	0.000587	1.055473	9.098371	6.859245	False	25.312622	49.251735	33.759998	error	SP600	0.269502	0.203177
BANF	0.051412	2022-09-18	93	0.000539	1.050846	60.476525	34.454504	False	68.946870	134.198502	91.559998	Financial Services	SP600	0.660513	0.376305
GO	0.014619	2022-07-24	37	0.000392	1.036745	15.809879	6.829165	False	30.700808	56.033881	40.450001	Consumer Defensive	SP400	0.390850	0.168830
MTOR	0.005091	2022-09-18	93	0.000055	1.005036	15.624875	9.712694	False	21.985116	59.253316	35.910000	error	SP600	0.435112	0.270473
ROG	-0.001705	2022-06-19	2	-0.000853	0.924497	929.964388	1222.074355	False	230.130613	286.206688	257.079987	error	SP600	3.617413	4.753674